```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       34,835
COMMITMENTS
   1,706      690        0   32,809   34,015   34,515   34,705      320      130

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:       -842)
     -93       90        0     -999   -1,042   -1,092     -952      250      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      2.0      0.0     94.2     97.6     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       1        2        0       34       37       35       39
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,704
COMMITMENTS
       0        0        0   21,383   21,569   21,383   21,569      321      135

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:     -1,501)
       0        0        0   -1,721   -1,511   -1,721   -1,511      220       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.5     99.4     98.5     99.4      1.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        0        0       25       25       25       25
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,268
COMMITMENTS
     222      216      114    6,049    5,852    6,385    6,182      883    1,086

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:       -736)
    -146        0        0     -544     -772     -690     -772      -46       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      3.0      1.6     83.2     80.5     87.9     85.1     12.1     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       24       19       25       21
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,957
COMMITMENTS
     240      105        0    8,428    8,894    8,668    8,999    1,289      958

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:       -937)
      50      -70        0     -729     -695     -679     -765     -258     -172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      1.1      0.0     84.6     89.3     87.1     90.4     12.9      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       1        2        0       45       43       46       45
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,976
COMMITMENTS
      49      123      172    6,898    6,845    7,119    7,140      857      836

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:     -1,548)
     -20       61      -45   -1,578   -1,564   -1,643   -1,548       95        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      1.5      2.2     86.5     85.8     89.3     89.5     10.7     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       2        3        4       44       48       48       53
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,159
COMMITMENTS
     535        0        0    2,739    3,446    3,274    3,446      885      713

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:       -391)
    -145        0        0     -244     -415     -389     -415       -2       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9      0.0      0.0     65.9     82.9     78.7     82.9     21.3     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       17       19       18       19
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       11,893
COMMITMENTS
       0        0        0   11,868   11,873   11,868   11,873       25       20

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:       -675)
       0        0        0     -700     -655     -700     -655       25      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.8     99.8     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       19       22       19       22
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      355,394
COMMITMENTS
  48,872   24,820   63,684  199,254  242,399  311,810  330,903   43,584   24,491

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:       -523)
    -723    3,261    1,156     -245   -2,031      188    2,386     -711   -2,909

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.8      7.0     17.9     56.1     68.2     87.7     93.1     12.3      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      43       20       43       67       80      134      127
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       69,678
COMMITMENTS
   1,609    5,816   16,236   47,914   44,409   65,759   66,462    3,919    3,217

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:        538)
    -280     -506     -363    1,090    1,265      447      396       91      142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      8.3     23.3     68.8     63.7     94.4     95.4      5.6      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        4        8       14       14       22       23
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       15,998
COMMITMENTS
   1,115    1,825      250   14,090   13,432   15,455   15,507      543      491

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:     -4,360)
     -11      200     -327   -3,765   -4,043   -4,103   -4,170     -257     -190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0     11.4      1.6     88.1     84.0     96.6     96.9      3.4      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       8        5        2       39       45       48       51
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,632
COMMITMENTS
       0    2,275      525   17,387   15,132   17,912   17,932      720      700

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:        559)
       0     -325      -75      991    1,029      916      629     -357      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     12.2      2.8     93.3     81.2     96.1     96.2      3.9      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        4        2       28       24       30       28
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,766
COMMITMENTS
   5,558        0      577    7,571   12,669   13,706   13,246       60      520

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:       -262)
     722        0      -47     -937     -195     -262     -242        0      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.4      0.0      4.2     55.0     92.0     99.6     96.2      0.4      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        2       10       16       13       18
 
 
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS)                      OPEN INTEREST:        4,684
COMMITMENTS
     612      118      278    2,540    2,947    3,430    3,343    1,254    1,341

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:       -416)
     -68        5      -12     -230     -269     -310     -276     -106     -140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.1      2.5      5.9     54.2     62.9     73.2     71.4     26.8     28.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        1        4       16       18       21       22
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      970,583
COMMITMENTS
 159,865  239,144  376,459  352,016  304,201  888,341  919,804   82,243   50,779

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:     26,863)
  16,269   16,658    3,812    4,367      263   24,448   20,734    2,416    6,130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5     24.6     38.8     36.3     31.3     91.5     94.8      8.5      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
      78       98      123       84       74      241      229
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       64,958
COMMITMENTS
   1,983        0    2,216   48,152   53,284   52,351   55,500   12,607    9,458

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:     -3,211)
     549     -832      195  -11,651   -4,578  -10,907   -5,215    7,696    2,004

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      0.0      3.4     74.1     82.0     80.6     85.4     19.4     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        2       19       19       21       21
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       69,604
COMMITMENTS
       0        0        0   56,303   56,449   56,303   56,449   13,301   13,155

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:     -3,631)
    -434        0        0   -7,169   -4,908   -7,603   -4,908    3,972    1,277

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     80.9     81.1     80.9     81.1     19.1     18.9

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       78,632
COMMITMENTS
       0        0        0   65,801   74,515   65,801   74,515   12,831    4,117

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:     -3,108)
       0        0        0   -2,481   -3,603   -2,481   -3,603     -627      495

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     83.7     94.8     83.7     94.8     16.3      5.2

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 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       90,932
COMMITMENTS
   7,656        0    2,268   69,456   82,711   79,380   84,979   11,552    5,953

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:     -5,632)
    -369        0     -329   -8,576   -8,242   -9,274   -8,571    3,642    2,939

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4      0.0      2.5     76.4     91.0     87.3     93.5     12.7      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        0        3       18       27       21       30
 
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       91,430
COMMITMENTS
       0   10,140    2,831   81,626   68,007   84,457   80,978    6,973   10,452

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:     -4,024)
       0   -1,618     -178   -4,972   -1,866   -5,150   -3,662    1,126     -362

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     11.1      3.1     89.3     74.4     92.4     88.6      7.6     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        2       11       19       13       21
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       82,460
COMMITMENTS
   6,572    2,158    3,586   58,592   68,116   68,750   73,860   13,710    8,600

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:     -5,545)
      84      255     -672   -5,914   -6,997   -6,502   -7,414      957    1,869

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0      2.6      4.3     71.1     82.6     83.4     89.6     16.6     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       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 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,558,332
COMMITMENTS
  75,830  104,417  509,259  966,932  936,992  1552022  1550669    6,310    7,663

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:     33,440)
   3,911    4,562   20,489    9,104    8,571   33,504   33,622      -64     -182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      6.7     32.7     62.0     60.1     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      41       24       54       61       61      122      120
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       85,214
COMMITMENTS
       0        0        0   82,454   81,126   82,454   81,126    2,760    4,088

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:     -5,370)
       0     -620        0   -5,246   -4,533   -5,246   -5,153     -124     -217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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:       22)
       0        0        0       14       16       14       16
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      180,082
COMMITMENTS
   3,517    2,768    6,010  160,790  165,175  170,317  173,953    9,765    6,129

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:    -11,633)
  -1,862   -1,715     -717   -8,748   -8,771  -11,327  -11,203     -306     -430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      1.5      3.3     89.3     91.7     94.6     96.6      5.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        1        4       37       35       42       39
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      135,274
COMMITMENTS
   2,416    1,389    1,494  117,819  125,609  121,729  128,492   13,545    6,782

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:     -6,757)
  -1,025      201     -819   -8,726   -6,673  -10,570   -7,290    3,813      533

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      1.0      1.1     87.1     92.9     90.0     95.0     10.0      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        1       24       22       26       23
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      226,739
COMMITMENTS
   6,677      658   10,106  192,345  209,161  209,128  219,925   17,611    6,814

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:     -4,378)
    -868      658      578   -5,870   -6,611   -6,160   -5,375    1,782      997

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      0.3      4.5     84.8     92.2     92.2     97.0      7.8      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        1        2       31       32       33       34
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       60,985
COMMITMENTS
   4,071    1,506      676   50,021   53,910   54,768   56,092    6,217    4,893

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:     -2,284)
     321        3       -3   -2,005   -2,054   -1,687   -2,054     -597     -230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      2.5      1.1     82.0     88.4     89.8     92.0     10.2      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        2        1       12       11       15       14
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,901,199
COMMITMENTS
 714,068  106,046  902,209  1241323  1856429  2857600  2864684   43,599   36,515

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:    -94,620)
 -24,816   19,056  -33,414  -62,073 -101,946 -120,303 -116,304   25,683   21,684

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.6      3.7     31.1     42.8     64.0     98.5     98.7      1.5      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      38       24       57      100       94      166      153
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      954,397
COMMITMENTS
  95,538  242,138  152,392  700,323  553,688  948,253  948,218    6,144    6,179

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:    -97,849)
 -40,215   20,476  -43,476  -16,461  -75,975 -100,152  -98,975    2,303    1,126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0     25.4     16.0     73.4     58.0     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      21       22       39       41       40       81       82
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        2,362
COMMITMENTS
       0      542        0    2,311    1,630    2,311    2,172       51      190

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:       -582)
       0     -168        0     -566     -306     -566     -474      -16     -108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     22.9      0.0     97.8     69.0     97.8     92.0      2.2      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        5        0       13       16       13       21
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      140,535
COMMITMENTS
   1,565        0    8,029  128,473  131,666  138,067  139,695    2,468      840

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:     -4,398)
     184        0     -354   -4,403   -4,171   -4,573   -4,525      175      126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      0.0      5.7     91.4     93.7     98.2     99.4      1.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       7        0        6       32       29       39       35
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       20,297
COMMITMENTS
     120    1,000      280   18,947   17,826   19,347   19,106      950    1,191

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:     -1,164)
     120       26     -176   -1,031   -1,016   -1,087   -1,166      -77        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      4.9      1.4     93.3     87.8     95.3     94.1      4.7      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        1       21       20       22       22
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       31,157
COMMITMENTS
       0    2,190      240   28,631   27,886   28,871   30,316    2,286      841

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:       -406)
       0      -30      -10     -343     -325     -353     -365      -53      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.0      0.8     91.9     89.5     92.7     97.3      7.3      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        2       24       21       26       23
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,273
COMMITMENTS
     600        0        0   10,579   10,811   11,179   10,811    1,094    1,462

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:       -578)
     -60     -108        0     -548     -456     -608     -564       30      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      0.0      0.0     86.2     88.1     91.1     88.1      8.9     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       18       15       19       15
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       48,629
COMMITMENTS
     461        0    1,224   45,667   46,589   47,352   47,813    1,277      816

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:        608)
     -59        0        4      640      597      584      602       23        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      0.0      2.5     93.9     95.8     97.4     98.3      2.6      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       22       21       23       22
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| 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:       10,938
COMMITMENTS
       0        0        0    9,852   10,178    9,852   10,178    1,086      760

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:       -556)
       0        0        0     -490     -538     -490     -538      -66      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     90.1     93.1     90.1     93.1      9.9      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       21       16       21       16
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       51,946
COMMITMENTS
       0        0        0   51,946   51,644   51,946   51,644        0      302

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:     -2,920)
       0        0        0   -2,920   -2,900   -2,920   -2,900        0      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0     99.4    100.0     99.4      0.0      0.6

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 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      798,164
COMMITMENTS
       0        0        0  798,164  798,164  798,164  798,164        0        0

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:    -49,280)
       0        0        0  -49,280  -49,280  -49,280  -49,280        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 PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       90,667
COMMITMENTS
       0    3,545        0   90,516   87,122   90,516   90,667      151        0

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:     -5,856)
       0     -400        0   -5,856   -5,456   -5,856   -5,856        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.9      0.0     99.8     96.1     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        0       14       11       14       13
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,475,313
COMMITMENTS
       0   58,150        0  1475313  1417163  1475313  1475313        0        0

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:    -79,200)
       0   -3,520        0  -79,200  -75,680  -79,200  -79,200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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:       25)
       0        2        0       14       12       14       14
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      174,234
COMMITMENTS
   3,935        0        0  170,299  173,141  174,234  173,141        0    1,093

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:     -8,201)
    -920        0        0   -7,281   -8,061   -8,201   -8,061        0     -140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      0.0      0.0     97.7     99.4    100.0     99.4      0.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        0        0       20       25       22       25
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    2,884,820
COMMITMENTS
  59,317        0        0  2825503  2884820  2884820  2884820        0        0

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:    -83,243)
 -17,952        0        0  -65,291  -83,243  -83,243  -83,243        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      0.0      0.0     97.9    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        0        0       20       24       22       24
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       63,505
COMMITMENTS
       0    2,890        0   63,505   60,507   63,505   63,397        0      108

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:     -2,240)
     -40     -100        0      465   -2,120      425   -2,220   -2,665      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.6      0.0    100.0     95.3    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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,018,248
COMMITMENTS
       0   72,320        0  1018248  945,928  1018248  1018248        0        0

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:    -48,928)
       0   -1,760        0  -48,928  -47,168  -48,928  -48,928        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.1      0.0    100.0     92.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       17       18       17       19
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       56,628
COMMITMENTS
   4,530      495       45   52,053   56,088   56,628   56,628        0        0

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:     -1,516)
    -300        0        0   -1,216   -1,496   -1,516   -1,496        0      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,033,856
COMMITMENTS
  93,540   28,552        0  940,316  1005304  1033856  1033856        0        0

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:    -22,208)
  -5,280   -1,760        0  -16,928  -20,448  -22,208  -22,208        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0      2.8      0.0     91.0     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,598
COMMITMENTS
     301       45      155   21,825   22,223   22,281   22,423      317      175

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:        106)
     -81        0        0      118       33       37       33       69       73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      0.2      0.7     96.6     98.3     98.6     99.2      1.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        1        3       38       39       41       42
 
 
MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,528
COMMITMENTS
     140      270       25   15,500   16,083   15,665   16,378      863      150

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:     -1,323)
       5        0        0   -1,038   -1,473   -1,033   -1,473     -290      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      1.6      0.2     93.8     97.3     94.8     99.1      5.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       15       17       16       19
 
 
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,114
COMMITMENTS
       0      247       31    9,966    9,691    9,997    9,969      117      145

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:     -1,427)
       0      183     -188   -1,218   -1,412   -1,406   -1,417      -21      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.4      0.3     98.5     95.8     98.8     98.6      1.2      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        1       19       22       20       24
 
 
MT BELV NAT GASOLINE 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,151
COMMITMENTS
     345        0        0    7,364    7,812    7,709    7,812      442      339

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:     -1,221)
     -35        0        0   -1,114   -1,236   -1,149   -1,236      -72       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      0.0      0.0     90.3     95.8     94.6     95.8      5.4      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        0        0       28       24       29       24
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,580,257
COMMITMENTS
 265,830   94,041  817,091  1406109  1588276  2489029  2499407   91,228   80,850

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:     62,263)
   8,725   -2,578   20,692   35,731   49,890   65,148   68,004   -2,885   -5,741

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3      3.6     31.7     54.5     61.6     96.5     96.9      3.5      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      361)
     141      101      176       93      102      328      297
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       90,233
COMMITMENTS
     549   35,364   20,220   66,632   32,461   87,400   88,045    2,833    2,188

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:      3,800)
      78    1,286    1,053    2,827    1,854    3,957    4,192     -158     -392

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6     39.2     22.4     73.8     36.0     96.9     97.6      3.1      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2       12       11       18       20       30       33
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      211,062
COMMITMENTS
  35,162   31,554      948  152,404  135,385  188,514  167,887   22,548   43,175

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:    -10,360)
   3,436    2,873     -492  -12,173   -4,748   -9,229   -2,367   -1,131   -7,993

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7     15.0      0.4     72.2     64.1     89.3     79.5     10.7     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        6        5       28       25       36       33
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      142,420
COMMITMENTS
  27,295    5,285   32,502   79,612  101,630  139,409  139,417    3,011    3,003

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:      1,823)
    -436       67      754    1,545    1,078    1,863    1,899      -40      -76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.2      3.7     22.8     55.9     71.4     97.9     97.9      2.1      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      25       12       30       27       28       65       59
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      575,865
COMMITMENTS
  34,348      641   73,579  446,572  481,630  554,500  555,851   21,365   20,014

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:    -17,607)
    -287      617   -1,290  -17,124  -17,324  -18,702  -17,998    1,095      390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0      0.1     12.8     77.5     83.6     96.3     96.5      3.7      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       8        1        9       36       37       45       46
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       55,747
COMMITMENTS
     915    1,192      410   54,347   54,002   55,672   55,604       75      143

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:     -9,445)
    -150      197       60   -9,425   -9,840   -9,515   -9,583       70      138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      2.1      0.7     97.5     96.9     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       3        5        2       46       49       49       56
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      130,347
COMMITMENTS
  19,761   33,205    9,045   95,614   81,750  124,420  124,000    5,927    6,347

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:        956)
     529      828      271     -185       30      615    1,129      341     -173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2     25.5      6.9     73.4     62.7     95.5     95.1      4.5      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       8       14       15       24       23       44       40
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       36,784
COMMITMENTS
   2,417    2,675    6,279   25,192   26,627   33,888   35,581    2,896    1,203

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:        516)
     546       -9     -691      655    1,214      510      514        6        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      7.3     17.1     68.5     72.4     92.1     96.7      7.9      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        3        5       14       15       20       22
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       90,352
COMMITMENTS
     626      320    1,977   53,538   61,849   56,141   64,146   34,211   26,206

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:     -5,950)
     151      320       79   -4,950   -4,055   -4,720   -3,656   -1,230   -2,294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      0.4      2.2     59.3     68.5     62.1     71.0     37.9     29.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        2       21       19       23       21
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,111
COMMITMENTS
   1,022      410      239   28,805   29,445   30,066   30,094       45       17

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:     -4,089)
      72   -1,197       89   -4,295   -2,865   -4,134   -3,973       45     -116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      1.4      0.8     95.7     97.8     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        2        2       26       32       30       36
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       21,597
COMMITMENTS
  15,802    3,465       78    3,062   17,651   18,942   21,194    2,655      403

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:     -1,862)
    -735       61     -333      -16     -679   -1,084     -951     -778     -911

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    73.2     16.0      0.4     14.2     81.7     87.7     98.1     12.3      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      76       22        2       23       30      101       52
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       35,100
COMMITMENTS
  23,711    2,608      375    5,526   30,803   29,612   33,786    5,488    1,314

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:        106)
     408     -418     -405      -50    1,074      -47      251      153     -145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.6      7.4      1.1     15.7     87.8     84.4     96.3     15.6      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      82       16        4       21       32      107       49
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      308,142
COMMITMENTS
  78,618    9,283   50,725  156,433  235,238  285,776  295,246   22,367   12,896

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:      6,999)
  -1,849    2,374      942    6,666    4,946    5,759    8,263    1,239   -1,264

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.5      3.0     16.5     50.8     76.3     92.7     95.8      7.3      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      74       23       57       75       97      174      160
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       21,034
COMMITMENTS
   2,015        0      304   13,478   14,967   15,797   15,271    5,237    5,763

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:     -1,644)
    -253        0        0   -1,103   -1,150   -1,356   -1,150     -288     -494

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6      0.0      1.4     64.1     71.2     75.1     72.6     24.9     27.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        2       13       17       15       19
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,793
COMMITMENTS
   1,185      175      375    6,222    7,113    7,782    7,663       11      130

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:     -1,401)
    -261        0      150   -1,270   -1,529   -1,381   -1,379      -20      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2      2.2      4.8     79.8     91.3     99.9     98.3      0.1      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        3        3       27       29       33       34
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       50,414
COMMITMENTS
   2,460    1,121    1,601   45,438   47,497   49,499   50,219      915      195

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:       -785)
      -5       66      -79        9     -750      -75     -763     -710      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      2.2      3.2     90.1     94.2     98.2     99.6      1.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        1        1       33       32       37       33
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,717
COMMITMENTS
   2,000        0        0   20,626   22,217   22,626   22,217       91      500

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:       -419)
    -200        0        0     -214     -369     -414     -369       -5      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8      0.0      0.0     90.8     97.8     99.6     97.8      0.4      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       22       13       23       13
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,913
COMMITMENTS
     278      750      500   13,135   12,663   13,913   13,913        0        0

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:     -1,498)
    -328      350     -300     -870   -1,498   -1,498   -1,448        0      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      5.4      3.6     94.4     91.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        2        2       29       25       33       27
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,203
COMMITMENTS
     120      150        0   13,213   14,053   13,333   14,203      870        0

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:        488)
     -60        0        0     -187      488     -247      488      735        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      1.1      0.0     93.0     98.9     93.9    100.0      6.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        0       21       18       22       19
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,555
COMMITMENTS
     624    1,577      706   17,881   17,208   19,211   19,491      344       64

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:     -1,141)
     144     -827      175   -1,607     -546   -1,288   -1,198      147       57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      8.1      3.6     91.4     88.0     98.2     99.7      1.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       2        4        2       31       34       35       39
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,093
COMMITMENTS
     270    1,360      150   10,673    9,565   11,093   11,075        0       18

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:     -2,894)
    -362      250     -134   -2,398   -3,028   -2,894   -2,912        0       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4     12.3      1.4     96.2     86.2    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        3        1       24       20       27       23
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       43,859
COMMITMENTS
   2,595    2,191    1,936   36,574   38,950   41,105   43,077    2,754      782

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:     -4,299)
    -910     -789      568   -3,855   -4,048   -4,197   -4,269     -102      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      5.0      4.4     83.4     88.8     93.7     98.2      6.3      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4        6        6       33       37       42       45
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Updated March 2, 2010