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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       37,622
COMMITMENTS
   1,706      660        0   35,221   36,457   36,927   37,117      695      505

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:      2,787)
       0      -30        0    2,412    2,442    2,412    2,412      375      375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      1.8      0.0     93.6     96.9     98.2     98.7      1.8      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       1        2        0       36       40       37       42
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,181
COMMITMENTS
       0        0        0   22,895   23,046   22,895   23,046      286      135

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:      1,477)
       0        0        0    1,512    1,477    1,512    1,477      -35        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.8     99.4     98.8     99.4      1.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        0        0       25       25       25       25
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,449
COMMITMENTS
     138      216      144    6,157    5,955    6,439    6,315    1,010    1,134

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:        181)
     -84        0       30      108      103       54      133      127       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      2.9      1.9     82.7     79.9     86.4     84.8     13.6     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        1       25       20       26       22
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,374
COMMITMENTS
     324       95        5    8,672    9,443    9,001    9,543    1,373      831

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:        417)
      84      -10        5      244      549      333      544       84     -127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      0.9      0.0     83.6     91.0     86.8     92.0     13.2      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       1        2        1       46       45       48       47
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,145
COMMITMENTS
      59      118      177    7,123    7,011    7,359    7,306      786      839

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:        169)
      10       -5        5      225      166      240      166      -71        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      1.4      2.2     87.5     86.1     90.3     89.7      9.7     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       3        2        4       46       51       50       56
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,184
COMMITMENTS
     535        0        0    2,779    3,446    3,314    3,446      870      738

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:         25)
       0        0        0       40        0       40        0      -15       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8      0.0      0.0     66.4     82.4     79.2     82.4     20.8     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       19       20       20       20
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       13,488
COMMITMENTS
       0        0        0   13,438   13,488   13,438   13,488       50        0

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:      1,595)
       0        0        0    1,570    1,615    1,570    1,615       25      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.6    100.0     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       20       23       20       23
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      375,933
COMMITMENTS
  51,191   26,668   64,997  213,702  260,059  329,890  351,724   46,043   24,209

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:     20,538)
   2,319    1,849    1,313   14,448   17,660   18,080   20,821    2,458     -283

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6      7.1     17.3     56.8     69.2     87.8     93.6     12.2      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      45       20       45       74       84      145      132
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       71,117
COMMITMENTS
   1,370    5,765   16,913   48,807   45,126   67,091   67,804    4,026    3,312

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:      1,438)
    -239      -51      677      894      717    1,331    1,343      107       96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      8.1     23.8     68.6     63.5     94.3     95.3      5.7      4.7

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 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       17,575
COMMITMENTS
   1,040    1,985      475   15,669   14,726   17,184   17,186      391      389

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:      1,577)
     -75      160      225    1,579    1,294    1,729    1,679     -152     -102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9     11.3      2.7     89.2     83.8     97.8     97.8      2.2      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
       7        6        3       41       46       50       53
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,882
COMMITMENTS
       0    1,975      525   18,587   16,632   19,112   19,132      770      750

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:      1,250)
       0     -300        0    1,200    1,500    1,200    1,200       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.9      2.6     93.5     83.7     96.1     96.2      3.9      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        4        2       29       24       31       28
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,566
COMMITMENTS
   7,358        0      577    7,571   14,469   15,506   15,046       60      520

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:      1,800)
   1,800        0        0        0    1,800    1,800    1,800        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.3      0.0      3.7     48.6     93.0     99.6     96.7      0.4      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        2       10       16       13       18
 
 
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS)                      OPEN INTEREST:        4,702
COMMITMENTS
     590      124      292    2,451    2,898    3,333    3,314    1,369    1,388

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:         18)
     -22        6       14      -89      -49      -97      -29      115       47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5      2.6      6.2     52.1     61.6     70.9     70.5     29.1     29.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        1        4       15       17       20       21
 
 
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        1,984
COMMITMENTS
       0      390        0    1,394    1,544    1,394    1,934      590       50

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:       -178)
       0      390        0     -618     -456     -618      -66      440     -112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     19.7      0.0     70.3     77.8     70.3     97.5     29.7      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        3        0       10       12       10       15
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,005,014
COMMITMENTS
 168,983  247,594  388,731  364,388  318,616  922,102  954,940   82,912   50,074

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:     34,431)
   9,118    8,449   12,272   12,372   14,415   33,761   35,136      670     -705

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8     24.6     38.7     36.3     31.7     91.8     95.0      8.2      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
      84       95      128       80       72      243      231
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       66,061
COMMITMENTS
   2,181        0    2,270   49,772   54,836   54,223   57,106   11,838    8,955

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:      1,103)
     198        0       54    1,620    1,552    1,872    1,606     -769     -503

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      0.0      3.4     75.3     83.0     82.1     86.4     17.9     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        2       21       21       23       23
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       69,716
COMMITMENTS
       0        0        0   56,303   56,449   56,303   56,449   13,413   13,267

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:        112)
       0        0        0        0        0        0        0      112      112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     80.8     81.0     80.8     81.0     19.2     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       17       20       17       20
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       79,362
COMMITMENTS
       0        0        0   66,531   74,611   66,531   74,611   12,831    4,751

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:        730)
       0        0        0      730       96      730       96        0      634

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     83.8     94.0     83.8     94.0     16.2      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       17       19       17       19
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       91,346
COMMITMENTS
   8,785    1,436    2,297   67,212   81,980   78,294   85,713   13,052    5,633

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:        414)
   1,129    1,436       29   -2,244     -731   -1,086      734    1,500     -320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6      1.6      2.5     73.6     89.7     85.7     93.8     14.3      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        1        3       17       26       20       30
 
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       91,191
COMMITMENTS
       0   10,262    2,954   80,836   67,737   83,790   80,953    7,401   10,238

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:       -239)
       0      122      123     -790     -270     -667      -25      428     -214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     11.3      3.2     88.6     74.3     91.9     88.8      8.1     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        2       11       19       13       21
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       82,424
COMMITMENTS
   5,999    2,158    3,788   58,907   67,792   68,694   73,738   13,730    8,686

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:        -36)
    -573        0      202      315     -324      -56     -122       20       86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      2.6      4.6     71.5     82.2     83.3     89.5     16.7     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        3       18       18       22       21
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,615,465
COMMITMENTS
  83,961  109,597  534,896  989,960  962,674  1608817  1607167    6,648    8,298

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:     57,134)
   8,131    5,180   25,636   23,028   25,682   56,795   56,499      338      635

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      6.8     33.1     61.3     59.6     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      47       21       55       62       62      125      122
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       84,144
COMMITMENTS
       0        0        0   81,384   80,056   81,384   80,056    2,760    4,088

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:     -1,070)
       0        0        0   -1,070   -1,070   -1,070   -1,070        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     96.7     95.1     96.7     95.1      3.3      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       15       16       15       16
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      188,570
COMMITMENTS
   4,433    2,768    5,767  167,923  173,906  178,123  182,441   10,447    6,129

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:      8,488)
     916        0     -243    7,133    8,731    7,806    8,488      682        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      1.5      3.1     89.1     92.2     94.5     96.7      5.5      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4        1        4       37       36       42       40
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      135,090
COMMITMENTS
   2,416    1,695    1,398  118,093  125,153  121,907  128,246   13,183    6,844

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:       -184)
       0      306      -96      274     -456      178     -246     -362       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      1.3      1.0     87.4     92.6     90.2     94.9      9.8      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        1       23       22       25       23
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      226,307
COMMITMENTS
   7,477      294   10,296  190,653  208,721  208,426  219,311   17,881    6,996

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:       -432)
     800     -364      190   -1,692     -440     -702     -614      270      182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      0.1      4.5     84.2     92.2     92.1     96.9      7.9      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        1        2       31       32       33       34
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       61,359
COMMITMENTS
   4,395    1,506      676   50,071   54,159   55,142   56,341    6,217    5,018

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:        374)
     324        0        0       50      249      374      249        0      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      2.5      1.1     81.6     88.3     89.9     91.8     10.1      8.2

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 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,924,766
COMMITMENTS
 697,974  113,159  928,093  1273028  1862157  2899095  2903409   25,671   21,357

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:     23,567)
 -16,094    7,113   25,884   31,705    5,728   41,495   38,725  -17,928  -15,158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.9      3.9     31.7     43.5     63.7     99.1     99.3      0.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      37       24       58      104       95      169      155
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      984,179
COMMITMENTS
  97,343  249,742  155,440  725,241  572,530  978,024  977,712    6,155    6,467

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:     29,782)
   1,805    7,604    3,048   24,918   18,842   29,771   29,494       11      288

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9     25.4     15.8     73.7     58.2     99.4     99.3      0.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      22       22       38       41       39       81       81
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        2,918
COMMITMENTS
       0      542        0    2,886    2,284    2,886    2,826       32       92

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:        556)
       0        0        0      575      654      575      654      -19      -98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     18.6      0.0     98.9     78.3     98.9     96.8      1.1      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        5        0       13       17       13       22
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      154,791
COMMITMENTS
   1,223       73    9,769  141,015  144,160  152,006  154,002    2,785      789

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:     14,257)
    -343       73    1,740   12,542   12,493   13,939   14,307      317      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      0.0      6.3     91.1     93.1     98.2     99.5      1.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       6        2        6       33       29       41       35
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       21,467
COMMITMENTS
     120    1,160      290   19,923   18,906   20,333   20,356    1,134    1,111

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:      1,171)
       0      160       10      977    1,081      987    1,251      184      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      5.4      1.4     92.8     88.1     94.7     94.8      5.3      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        2       22       21       24       24
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       31,177
COMMITMENTS
       0    2,190      240   28,858   27,906   29,098   30,336    2,079      841

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:         20)
       0        0        0      227       20      227       20     -207        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.0      0.8     92.6     89.5     93.3     97.3      6.7      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        2        2       26       21       28       23
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,477
COMMITMENTS
     460        0      140   10,603   10,905   11,203   11,045    1,274    1,432

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:        204)
    -140        0      140       24       94       24      234      180      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      0.0      1.1     85.0     87.4     89.8     88.5     10.2     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       18       15       19       16
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       48,746
COMMITMENTS
     408        0    1,229   45,792   46,667   47,429   47,896    1,317      850

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:        117)
     -52        0        5      124       78       77       83       40       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      0.0      2.5     93.9     95.7     97.3     98.3      2.7      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 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MW X OFF PEAK HOURS PER MONTH)                  OPEN INTEREST:       11,226
COMMITMENTS
       0        0        0   10,140   10,446   10,140   10,446    1,086      780

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:        288)
       0        0        0      288      268      288      268        0       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     90.3     93.1     90.3     93.1      9.7      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       21       18       21       18
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       55,006
COMMITMENTS
       0        0        0   55,006   54,704   55,006   54,704        0      302

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:      3,060)
       0        0        0    3,060    3,060    3,060    3,060        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      851,990
COMMITMENTS
       0        0        0  851,990  851,990  851,990  851,990        0        0

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:     53,826)
       0        0        0   53,826   53,826   53,826   53,826        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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 OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      490,779
COMMITMENTS
       0    2,334        0  490,779  488,445  490,779  490,779        0        0

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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:       20)
       0        2        0        9       10        9       12
 
 
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                Code-064A52
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       33,071
COMMITMENTS
       0        0        0   32,420   32,855   32,420   32,855      651      216

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.0     99.3     98.0     99.3      2.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       14        9       14        9
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       90,711
COMMITMENTS
       0    3,545        0   90,560   87,166   90,560   90,711      151        0

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:         44)
       0        0        0       44       44       44       44        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,475,313
COMMITMENTS
       0   58,150        0  1475313  1417163  1475313  1475313        0        0

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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:       24)
       0        2        0       14       11       14       13
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      175,496
COMMITMENTS
   3,935        0        0  171,561  174,403  175,496  174,403        0    1,093

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:      1,262)
       0        0        0    1,262    1,262    1,262    1,262        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      0.0      0.0     97.8     99.4    100.0     99.4      0.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        0        0       20       23       22       23
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    2,886,570
COMMITMENTS
  59,317        0        0  2827253  2886570  2886570  2886570        0        0

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:      1,750)
       0        0        0    1,750    1,750    1,750    1,750        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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       23       22       23
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       65,100
COMMITMENTS
       0    2,890        0   65,100   62,102   65,100   64,992        0      108

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:      1,595)
       0        0        0    1,595    1,595    1,595    1,595        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.4      0.0    100.0     95.4    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       22       17       22       18
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,027,608
COMMITMENTS
   9,360   72,320        0  1018248  955,288  1027608  1027608        0        0

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:      9,360)
   9,360        0        0        0    9,360    9,360    9,360        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      7.0      0.0     99.1     93.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        0       17       18       18       19
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       56,543
COMMITMENTS
   4,530      495       45   51,968   56,003   56,543   56,543        0        0

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:        -85)
       0        0        0      -85      -85      -85      -85        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,031,969
COMMITMENTS
  93,540   28,552        0  938,429  1003417  1031969  1031969        0        0

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:     -1,887)
       0        0        0   -1,887   -1,887   -1,887   -1,887        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1      2.8      0.0     90.9     97.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        2        0       21       23       23       25
 
 
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       19,761
COMMITMENTS
     150       45      125   19,003   19,481   19,278   19,651      483      110

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:     -2,837)
    -151        0      -30   -2,822   -2,742   -3,003   -2,772      166      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      0.2      0.6     96.2     98.6     97.6     99.4      2.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        1        2       37       37       39       39
 
 
MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,219
COMMITMENTS
     110      270       35   16,181   16,764   16,326   17,069      893      150

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:        691)
     -30        0       10      681      681      661      691       30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      1.6      0.2     94.0     97.4     94.8     99.1      5.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       17       17       18       19
 
 
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,883
COMMITMENTS
       0      267        6    9,760    9,510    9,766    9,783      117      100

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:       -231)
       0       20      -25     -206     -181     -231     -186        0      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.7      0.1     98.8     96.2     98.8     99.0      1.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        1       19       22       20       24
 
 
MT BELV NAT GASOLINE 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,455
COMMITMENTS
     345        0        0    7,662    8,125    8,007    8,125      448      330

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:        304)
       0        0        0      298      313      298      313        6       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      0.0      0.0     90.6     96.1     94.7     96.1      5.3      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        0        0       28       23       29       23
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,649,787
COMMITMENTS
 282,427   91,803  827,006  1434819  1637903  2544252  2556712  105,535   93,075

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:     69,530)
  16,598   -2,237    9,915   28,710   49,627   55,222   57,304   14,308   12,226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7      3.5     31.2     54.1     61.8     96.0     96.5      4.0      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      364)
     146      102      181       92      103      333      300
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       90,290
COMMITMENTS
     302   37,484   20,379   66,896   30,814   87,577   88,677    2,713    1,613

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:         57)
    -247    2,120      159      264   -1,647      177      632     -120     -574

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3     41.5     22.6     74.1     34.1     97.0     98.2      3.0      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2       13       12       17       19       30       33
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      218,560
COMMITMENTS
  33,518   33,610      972  157,848  139,126  192,338  173,708   26,222   44,852

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:      7,498)
  -1,644    2,056       24    5,444    3,741    3,824    5,821    3,674    1,677

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.3     15.4      0.4     72.2     63.7     88.0     79.5     12.0     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        6        7       29       25       38       34
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      146,176
COMMITMENTS
  31,670    4,934   31,177   80,334  106,903  143,181  143,014    2,994    3,162

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:      3,756)
   4,376     -351   -1,325      722    5,273    3,773    3,597      -16      159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.7      3.4     21.3     55.0     73.1     98.0     97.8      2.0      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      24       14       29       27       28       65       57
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      599,729
COMMITMENTS
  38,115      677   75,938  462,318  500,822  576,371  577,437   23,358   22,293

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:     23,864)
   3,767       36    2,358   15,746   19,191   21,872   21,586    1,992    2,278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      0.1     12.7     77.1     83.5     96.1     96.3      3.9      3.7

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 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       58,284
COMMITMENTS
     915    1,242      460   56,624   56,279   57,999   57,981      285      303

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:      2,537)
       0       50       50    2,277    2,277    2,327    2,377      210      160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      2.1      0.8     97.2     96.6     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       3        5        3       48       49       52       57
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      131,065
COMMITMENTS
  19,532   33,800    8,988   97,049   81,975  125,569  124,763    5,496    6,302

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:        718)
    -229      595      -57    1,435      225    1,149      763     -431      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9     25.8      6.9     74.0     62.5     95.8     95.2      4.2      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       7       14       14       24       23       43       39
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       36,697
COMMITMENTS
   2,167    2,783    6,473   25,409   26,204   34,049   35,460    2,648    1,237

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:        -87)
    -250      108      194      217     -423      161     -121     -248       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      7.6     17.6     69.2     71.4     92.8     96.6      7.2      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        3        5       14       15       20       22
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       90,849
COMMITMENTS
     626      500    1,822   55,537   62,180   57,985   64,502   32,864   26,347

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:        497)
       0      180     -155    1,999      331    1,844      356   -1,347      141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      0.6      2.0     61.1     68.4     63.8     71.0     36.2     29.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        2       22       20       24       22
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,755
COMMITMENTS
   1,946      410      233   28,255   30,095   30,434   30,738      321       17

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:        644)
     924        0       -6     -550      650      368      644      276        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      1.3      0.8     91.9     97.9     99.0     99.9      1.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        2        2       26       32       30       36
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       22,195
COMMITMENTS
  15,831    3,235       94    3,258   18,381   19,183   21,710    3,012      485

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:        598)
      29     -230       16      196      730      241      516      357       82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    71.3     14.6      0.4     14.7     82.8     86.4     97.8     13.6      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      83       20        3       20       29      106       49
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       35,953
COMMITMENTS
  24,468    2,978      428    5,710   31,012   30,606   34,418    5,347    1,535

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:        853)
     757      370       53      184      209      994      632     -141      221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.1      8.3      1.2     15.9     86.3     85.1     95.7     14.9      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      86       17        4       22       33      112       52
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      334,013
COMMITMENTS
  80,857   10,889   54,194  173,338  254,982  308,390  320,066   25,623   13,947

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:     25,870)
   2,239    1,606    3,470   16,905   19,744   22,614   24,820    3,256    1,051

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.2      3.3     16.2     51.9     76.3     92.3     95.8      7.7      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      68       27       55       77       97      173      159
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       24,085
COMMITMENTS
   2,390      982      304   15,428   16,914   18,122   18,200    5,963    5,885

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:      3,051)
     375      982        0    1,950    1,947    2,325    2,929      726      122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9      4.1      1.3     64.1     70.2     75.2     75.6     24.8     24.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        2       16       18       18       21
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,226
COMMITMENTS
   1,218      100      375    6,622    7,621    8,215    8,096       11      130

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:        433)
      33      -75        0      400      508      433      433        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8      1.2      4.6     80.5     92.6     99.9     98.4      0.1      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        2        3       27       31       33       35
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       55,410
COMMITMENTS
   3,105    1,121    1,601   49,789   52,493   54,495   55,215      915      195

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:      4,996)
     645        0        0    4,351    4,996    4,996    4,996        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      2.0      2.9     89.9     94.7     98.3     99.6      1.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        1        1       35       32       40       33
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       23,026
COMMITMENTS
   2,000        0        0   20,926   22,526   22,926   22,526      100      500

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:        309)
       0        0        0      300      309      300      309        9        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      0.0      0.0     90.9     97.8     99.6     97.8      0.4      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       22       13       23       13
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,428
COMMITMENTS
     678      550      400   13,350   13,478   14,428   14,428        0        0

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:        515)
     400     -200     -100      215      815      515      515        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      3.8      2.8     92.5     93.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        1        2       30       27       34       29
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,798
COMMITMENTS
     120      150        0   14,328   15,648   14,448   15,798    1,350        0

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:      1,595)
       0        0        0    1,115    1,595    1,115    1,595      480        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      0.9      0.0     90.7     99.1     91.5    100.0      8.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        0       21       19       22       20
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,237
COMMITMENTS
     480    1,148      235   18,178   17,790   18,893   19,173      344       64

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:       -318)
    -144     -429     -471      297      582     -318     -318        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      6.0      1.2     94.5     92.5     98.2     99.7      1.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       1        3        3       31       34       35       38
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,860
COMMITMENTS
     270      736      286   10,304    9,838   10,860   10,860        0        0

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:       -233)
       0     -624      136     -369      273     -233     -215        0      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      6.8      2.6     94.9     90.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        3        1       24       22       27       25
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       43,564
COMMITMENTS
   3,081    2,341    1,180   36,586   39,121   40,847   42,642    2,717      922

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:       -295)
     486      150     -756       12      171     -258     -435      -37      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1      5.4      2.7     84.0     89.8     93.8     97.9      6.2      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4        6        6       34       38       43       46
```

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Updated March 12, 2010