```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       35,110
COMMITMENTS
   1,619      755        0   33,216   34,245   34,835   35,000      275      110

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:     -9,168)
     -87       30        0   -8,976   -9,078   -9,063   -9,048     -105     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      2.2      0.0     94.6     97.5     99.2     99.7      0.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       1        4        0       32       42       33       46
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,967
COMMITMENTS
       0        0        0   23,796   23,842   23,796   23,842      171      125

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:     -3,668)
       0        0        0   -3,618   -3,658   -3,618   -3,658      -50      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.3     99.5     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        0        0       27       26       27       26
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,203
COMMITMENTS
      60      216      144    5,567    5,442    5,771    5,802    1,432    1,401

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:       -507)
     -78        0        0     -907     -676     -985     -676      478      169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      3.0      2.0     77.3     75.6     80.1     80.5     19.9     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       20       16       21       18
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,631
COMMITMENTS
     302       68        0    7,879    8,569    8,181    8,637    1,450      994

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:     -1,478)
     -22      -67        0   -1,543   -1,442   -1,565   -1,509       87       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      0.7      0.0     81.8     89.0     84.9     89.7     15.1     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       1        1        0       41       44       42       45
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,964
COMMITMENTS
     241      190      119    5,979    6,094    6,339    6,403      625      561

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:     -2,347)
     -65      -30      -64   -2,123   -2,218   -2,252   -2,312      -95      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      2.7      1.7     85.9     87.5     91.0     91.9      9.0      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       4        2        3       45       52       49       57
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,899
COMMITMENTS
     390        0       30    2,557    3,016    2,977    3,046      922      853

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:       -526)
    -145        0        0     -318     -626     -463     -626      -63      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0      0.0      0.8     65.6     77.4     76.4     78.1     23.6     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        1       14       19       16       20
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,664
COMMITMENTS
       0        0        0    1,325    1,350    1,325    1,350      339      314

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:       -511)
       0      -60      -50     -371     -299     -421     -409      -90     -102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     79.6     81.1     79.6     81.1     20.4     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       21       20       21       20
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       15,337
COMMITMENTS
       0        0        0   15,287   15,262   15,287   15,262       50       75

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:       -388)
       0        0        0     -388     -368     -388     -368        0      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.7     99.5     99.7     99.5      0.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       17       23       17       23
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      391,219
COMMITMENTS
  63,220   29,352   66,281  212,216  270,963  341,717  366,596   49,502   24,623

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:     11,774)
  12,404    4,760    1,517   -6,115    2,859    7,806    9,136    3,968    2,638

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2      7.5     16.9     54.2     69.3     87.3     93.7     12.7      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      48       18       43       73       80      143      127
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       95,795
COMMITMENTS
     803    8,332   20,682   67,786   61,522   89,272   90,537    6,524    5,258

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:      7,148)
    -432    1,298     -142    6,067    4,586    5,493    5,742    1,655    1,406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      8.7     21.6     70.8     64.2     93.2     94.5      6.8      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        4        7       13       13       20       21
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       17,056
COMMITMENTS
     575    1,373      680   15,585   14,805   16,840   16,858      216      198

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:     -6,212)
    -481   -1,175     -250   -4,689   -3,995   -5,420   -5,420     -792     -792

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      8.0      4.0     91.4     86.8     98.7     98.8      1.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
       4        7        5       42       39       50       48
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,092
COMMITMENTS
   5,877    1,050      450   17,252   19,451   23,579   20,951      513    3,141

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:      4,005)
   5,502      -25      -75   -1,215    1,664    4,212    1,564     -207    2,441

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4      4.4      1.9     71.6     80.7     97.9     87.0      2.1     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        3        2       28       24       33       27
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,290
COMMITMENTS
   6,880      150      530    6,820   13,110   14,230   13,790       60      500

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:       -757)
     272        0      -47     -982     -690     -757     -737        0      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.1      1.0      3.7     47.7     91.7     99.6     96.5      0.4      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        2       10       16       13       19
 
 
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS)                      OPEN INTEREST:        4,519
COMMITMENTS
     538      114      226    2,350    2,773    3,114    3,113    1,405    1,406

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:       -417)
    -106      -10      -65     -157     -172     -328     -247      -89     -170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9      2.5      5.0     52.0     61.4     68.9     68.9     31.1     31.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        2       16       18       19       21
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      988,316
COMMITMENTS
 186,419  278,403  347,978  375,002  310,879  909,399  937,260   78,917   51,055

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:     31,820)
   1,181   12,638    7,550   20,692    6,935   29,424   27,123    2,397    4,697

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.9     28.2     35.2     37.9     31.5     92.0     94.8      8.0      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
      85      107      132       88       78      255      251
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       63,534
COMMITMENTS
   2,477        0    1,756   47,185   52,510   51,418   54,266   12,116    9,268

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:     -3,506)
    -224        0      -12   -3,792   -3,591   -4,028   -3,603      522       97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      0.0      2.8     74.3     82.6     80.9     85.4     19.1     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        2       22       21       24       23
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       38,814
COMMITMENTS
   2,012        0    2,708   28,979   29,216   33,699   31,924    5,115    6,890

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:     -3,709)
  -3,091        0      668     -896   -3,479   -3,319   -2,811     -390     -898

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      0.0      7.0     74.7     75.3     86.8     82.2     13.2     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        2       10       15       12       17
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       65,546
COMMITMENTS
       0        0        0   52,846   53,123   52,846   53,123   12,700   12,423

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:     -4,506)
       0        0        0   -3,862   -3,630   -3,862   -3,630     -644     -876

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     80.6     81.0     80.6     81.0     19.4     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 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       76,752
COMMITMENTS
       0        0        0   64,682   72,586   64,682   72,586   12,070    4,166

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:     -4,073)
       0        0        0   -3,128   -3,725   -3,128   -3,725     -945     -348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     84.3     94.6     84.3     94.6     15.7      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       17       19       17       19
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       90,018
COMMITMENTS
   2,785    2,507    4,121   73,350   76,545   80,256   83,173    9,762    6,845

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:     -3,979)
  -3,246      514      712     -249   -5,447   -2,783   -4,221   -1,196      242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      2.8      4.6     81.5     85.0     89.2     92.4     10.8      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        4       19       23       23       27
 
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       85,349
COMMITMENTS
   1,472   10,166    2,641   73,913   58,605   78,026   71,412    7,323   13,937

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:     -4,988)
    -240      892   -1,514   -2,550   -7,823   -4,304   -8,445     -684    3,457

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7     11.9      3.1     86.6     68.7     91.4     83.7      8.6     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        2       11       19       14       21
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       82,371
COMMITMENTS
   3,842    2,028    4,251   58,218   67,229   66,311   73,508   16,060    8,863

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:     -4,254)
   1,335     -130     -859   -4,204   -2,374   -3,728   -3,363     -526     -891

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      2.5      5.2     70.7     81.6     80.5     89.2     19.5     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        3       17       18       21       21
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,661,924
COMMITMENTS
  82,277  109,516  555,110  1017031  988,108  1654418  1652735    7,506    9,189

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:     35,851)
    -654    1,173   20,229   16,442   14,621   36,016   36,023     -165     -173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      6.6     33.4     61.2     59.5     99.5     99.4      0.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      44       20       54       59       60      121      116
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       21,352
COMMITMENTS
   7,578    5,596    8,827    4,081    5,979   20,486   20,402      867      950

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:      3,563)
   1,212    1,379    1,914      338      198    3,464    3,491       99       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.5     26.2     41.3     19.1     28.0     95.9     95.6      4.1      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        9        9        8        9       18       22
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       81,648
COMMITMENTS
       0        0        0   79,204   77,980   79,204   77,980    2,444    3,668

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:     -6,298)
       0        0        0   -5,760   -5,746   -5,760   -5,746     -538     -552

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     97.0     95.5     97.0     95.5      3.0      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       16       16       16       16
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      182,998
COMMITMENTS
   4,394    3,336    4,971  165,073  169,972  174,438  178,279    8,560    4,719

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:    -11,798)
    -674      540     -422  -10,825  -11,356  -11,921  -11,238      123     -560

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      1.8      2.7     90.2     92.9     95.3     97.4      4.7      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        1        4       38       37       43       41
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      131,331
COMMITMENTS
   2,160    3,034    1,650  114,009  119,840  117,819  124,524   13,512    6,807

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:     -7,140)
    -256     -386       91   -5,879   -6,315   -6,044   -6,610   -1,096     -530

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      2.3      1.3     86.8     91.3     89.7     94.8     10.3      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        1       22       22       24       23
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      220,870
COMMITMENTS
   7,870        0    9,772  185,713  204,145  203,355  213,917   17,515    6,953

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:     -9,885)
   1,458     -953   -1,050   -8,319   -7,808   -7,911   -9,811   -1,974      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      0.0      4.4     84.1     92.4     92.1     96.9      7.9      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        0        2       31       35       33       37
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,897,512
COMMITMENTS
 707,786  126,751  881,650  1277737  1871455  2867173  2879856   30,339   17,656

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:     21,067)
  -5,657    1,252     -117   26,386   21,354   20,612   22,489      455   -1,422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4      4.4     30.4     44.1     64.6     99.0     99.4      1.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      38       20       58      109       99      175      157
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      986,502
COMMITMENTS
 105,306  241,056  145,486  731,423  597,362  982,215  983,904    4,287    2,598

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:     30,898)
  13,628      973    6,440   10,742   23,540   30,810   30,953       88      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7     24.4     14.7     74.1     60.6     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      17       23       33       43       41       77       80
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        3,361
COMMITMENTS
     185      612        0    2,961    2,545    3,146    3,157      215      204

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:       -881)
       0     -324        0   -1,013     -589   -1,013     -913      132       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5     18.2      0.0     88.1     75.7     93.6     93.9      6.4      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        0       12       12       13       14
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      172,595
COMMITMENTS
   1,457      192   11,319  157,086  160,451  169,862  171,962    2,733      633

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:      1,306)
    -533      145      199    2,213    1,002    1,879    1,345     -573      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      0.1      6.6     91.0     93.0     98.4     99.6      1.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       7        3        7       34       30       43       38
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       21,083
COMMITMENTS
      80    1,102      310   19,231   18,732   19,621   20,144    1,462      939

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:       -615)
     -40      -54        0     -605     -322     -645     -376       30     -239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      5.2      1.5     91.2     88.8     93.1     95.5      6.9      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        2       23       23       25       26
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       30,254
COMMITMENTS
       0    2,130      240   27,776   26,992   28,016   29,362    2,238      892

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:       -953)
       0      -40        0   -1,136     -952   -1,136     -992      183       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.0      0.8     91.8     89.2     92.6     97.1      7.4      2.9

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 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,701
COMMITMENTS
     712        0      180   10,729   11,468   11,621   11,648    1,080    1,053

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:       -474)
     -54        0      -14     -382     -399     -450     -413      -24      -61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      0.0      1.4     84.5     90.3     91.5     91.7      8.5      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        2       19       16       21       18
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       48,511
COMMITMENTS
     250        0    1,063   45,786   46,640   47,099   47,703    1,412      808

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:        -12)
     -38        0     -172      285      200       76       28      -87      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      0.0      2.2     94.4     96.1     97.1     98.3      2.9      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       23       21       24       22
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| 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:       10,810
COMMITMENTS
       0        0        0    9,554    9,910    9,554    9,910    1,256      900

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:       -422)
       0        0        0     -572     -616     -572     -616      150      194

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     88.4     91.7     88.4     91.7     11.6      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       20       18       20       18
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       56,394
COMMITMENTS
       0        0        0   56,394   56,115   56,394   56,115        0      279

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:     -2,102)
       0        0        0   -2,102   -2,079   -2,102   -2,079        0      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0     99.5    100.0     99.5      0.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13        9       13        9
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      851,585
COMMITMENTS
       0        0        0  851,585  851,585  851,585  851,585        0        0

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:    -47,445)
       0        0        0  -47,445  -47,445  -47,445  -47,445        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13        9       13        9
 
 
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A48
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       29,162
COMMITMENTS
       0      362        0   28,969   27,734   28,969   28,096      193    1,066

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:     -1,323)
       0      -28        0   -1,300   -1,162   -1,300   -1,190      -23     -133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.2      0.0     99.3     95.1     99.3     96.3      0.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0       11        9       11       11
 
 
PJM JCPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      474,834
COMMITMENTS
       0    1,584        0  474,834  473,250  474,834  474,834        0        0

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:    -20,625)
       0     -750        0  -20,625  -19,875  -20,625  -20,625        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.3      0.0    100.0     99.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0        9       10        9       12
 
 
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A50
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       47,686
COMMITMENTS
     220        0        0   47,256   47,686   47,476   47,686      210        0

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:     -1,909)
       0        0        0   -1,794   -1,909   -1,794   -1,909     -115        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      0.0      0.0     99.1    100.0     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       15        8       16        8
 
 
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                Code-064A52
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       32,902
COMMITMENTS
       0        0        0   32,435   32,709   32,435   32,709      467      193

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:       -169)
       0        0        0       15     -146       15     -146     -184      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.6     99.4     98.6     99.4      1.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       14       10       14       10
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       87,725
COMMITMENTS
     770      630        0   86,804   87,095   87,574   87,725      151        0

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:     -2,920)
     770     -345        0   -2,920   -2,575   -2,150   -2,920     -770        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      0.7      0.0     99.0     99.3     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       16       14       17       15
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,447,697
COMMITMENTS
       0    7,920        0  1447697  1439777  1447697  1447697        0        0

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:    -45,640)
       0   -3,750        0  -45,640  -41,890  -45,640  -45,640        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.5      0.0    100.0     99.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       15       11       15       12
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      170,853
COMMITMENTS
     882      660        0  169,971  169,983  170,853  170,643        0      210

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:     -6,859)
    -483      660        0   -6,376   -5,976   -6,859   -5,316        0   -1,543

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      0.4      0.0     99.5     99.5    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        1        0       24       26       25       27
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    2,822,883
COMMITMENTS
   8,712        0        0  2814171  2822883  2822883  2822883        0        0

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:    -83,298)
  -4,125        0        0  -79,173  -83,298  -83,298  -83,298        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      0.0      0.0     99.7    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        0        0       22       22       23       22
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       62,432
COMMITMENTS
       0    2,775        0   62,432   59,572   62,432   62,347        0       85

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:     -2,668)
       0     -115        0   -2,668   -2,530   -2,668   -2,645        0      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.4      0.0    100.0     95.4    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        0       22       19       22       20
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,016,917
COMMITMENTS
       0   72,320        0  1016917  944,597  1016917  1016917        0        0

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:    -55,875)
       0        0        0  -55,875  -55,875  -55,875  -55,875        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:       29)
       0        1        0       18       20       18       21
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       54,157
COMMITMENTS
   4,185      518       22   49,950   53,617   54,157   54,157        0        0

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:     -2,641)
    -345       23      -23   -2,273   -2,641   -2,641   -2,641        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      1.0      0.0     92.2     99.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        2        1       21       26       23       28
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      993,329
COMMITMENTS
  87,915   28,552        0  905,414  964,777  993,329  993,329        0        0

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:    -38,640)
  -5,625        0        0  -33,015  -38,640  -38,640  -38,640        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9      2.9      0.0     91.1     97.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        2        0       22       23       24       25
 
 
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       20,235
COMMITMENTS
       0       77      172   19,688   19,971   19,860   20,220      375       15

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:     -2,202)
    -171       32      -79   -1,985   -2,130   -2,235   -2,177       33      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.4      0.9     97.3     98.7     98.1     99.9      1.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       0        2        2       34       36       36       38
 
 
MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,833
COMMITMENTS
       0      270       25   16,960   17,338   16,985   17,633      848      200

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:       -919)
       0      -25        0     -764     -894     -764     -919     -155        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.5      0.1     95.1     97.2     95.2     98.9      4.8      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       14       16       15       18
 
 
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,249
COMMITMENTS
       0       57       29   10,052   10,068   10,081   10,154      168       95

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:       -717)
       0      -25      -12     -684     -655     -696     -692      -21      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.6      0.3     98.1     98.2     98.4     99.1      1.6      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       17       19       18       20
 
 
MT BELV NAT GASOLINE 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,478
COMMITMENTS
     430        0        0    7,690    8,059    8,120    8,059      358      419

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:       -685)
     -35        0        0     -506     -770     -541     -770     -144       85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      0.0      0.0     90.7     95.1     95.8     95.1      4.2      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        0        0       26       22       27       22
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,719,825
COMMITMENTS
 324,338  104,618  877,700  1413417  1647320  2615455  2629638  104,370   90,186

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:    146,995)
  31,275   16,293   70,420   32,852   46,505  134,546  133,217   12,449   13,778

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9      3.8     32.3     52.0     60.6     96.2     96.7      3.8      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      378)
     151      106      190       93      101      343      313
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       91,621
COMMITMENTS
   1,370   35,967   21,478   66,001   31,895   88,850   89,340    2,771    2,281

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:      1,863)
    -403      966      262    1,783       62    1,642    1,290      221      574

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5     39.3     23.4     72.0     34.8     97.0     97.5      3.0      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1       10        9       18       16       27       27
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      218,199
COMMITMENTS
  37,306   37,597      824  152,737  129,047  190,867  167,468   27,332   50,731

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:     -1,426)
     -59    2,199      -67   -8,633  -14,109   -8,759  -11,977    7,333   10,551

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1     17.2      0.4     70.0     59.1     87.5     76.8     12.5     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       6        5        4       24       23       32       30
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      159,333
COMMITMENTS
  41,429    4,407   26,888   88,047  124,979  156,364  156,274    2,969    3,060

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:     16,599)
   9,574     -661    1,295    5,546   15,767   16,415   16,401      184      198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.0      2.8     16.9     55.3     78.4     98.1     98.1      1.9      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      22       14       29       27       28       64       57
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      651,101
COMMITMENTS
  51,187        0   90,030  488,623  540,787  629,839  630,817   21,262   20,284

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:     21,831)
  11,181     -361    5,898    2,368   13,435   19,447   18,972    2,384    2,859

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      0.0     13.8     75.0     83.1     96.7     96.9      3.3      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      10        0       10       38       39       48       49
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       50,686
COMMITMENTS
     195      979      405   49,903   49,169   50,503   50,553      183      133

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:    -13,458)
    -340       57     -335  -12,713  -13,090  -13,388  -13,368      -70      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      1.9      0.8     98.5     97.0     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       3        4        3       43       43       47       49
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      128,896
COMMITMENTS
  14,609   38,766    7,774  100,054   76,430  122,437  122,970    6,459    5,926

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:      1,759)
    -238    3,089      -25    1,869   -1,420    1,606    1,644      153      115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3     30.1      6.0     77.6     59.3     95.0     95.4      5.0      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       7       13       13       24       23       41       39
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       37,736
COMMITMENTS
   1,434    4,474    6,429   27,002   25,727   34,865   36,630    2,871    1,106

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:        555)
     419      200      300       -8      255      711      755     -156     -200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8     11.9     17.0     71.6     68.2     92.4     97.1      7.6      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        7        6       15       15       23       24
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,975
COMMITMENTS
   1,759      450      150   24,775   26,375   26,684   26,975      291        0

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:     -4,630)
    -187     -110      -83   -4,330   -4,420   -4,600   -4,613      -30      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      1.7      0.6     91.8     97.8     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        1        1       28       31       31       33
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       24,075
COMMITMENTS
  16,450    3,168      285    3,807   19,918   20,542   23,371    3,533      704

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:      1,151)
     851       72       42      -13      877      880      991      271      160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.3     13.2      1.2     15.8     82.7     85.3     97.1     14.7      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      86       23        5       21       31      111       56
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       38,393
COMMITMENTS
  25,872    2,251      536    6,127   33,778   32,535   36,565    5,858    1,828

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:        280)
     542     -232      -76     -527      363      -61       55      342      226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.4      5.9      1.4     16.0     88.0     84.7     95.2     15.3      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
     100       17        4       21       34      122       54
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      365,256
COMMITMENTS
  90,852   11,122   50,650  195,670  288,090  337,172  349,862   28,084   15,393

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:     14,129)
   5,796      166    4,120    1,595    9,431   11,512   13,717    2,618      412

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.9      3.0     13.9     53.6     78.9     92.3     95.8      7.7      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      71       31       52       87       99      184      161
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       26,465
COMMITMENTS
   3,359      733    1,028   15,477   20,013   19,864   21,774    6,601    4,691

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:     -1,859)
     151     -350        0   -1,712   -1,230   -1,561   -1,580     -298     -279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7      2.8      3.9     58.5     75.6     75.1     82.3     24.9     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        3       12       18       16       21
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,051
COMMITMENTS
     658      100      325    6,068    6,509    7,051    6,934        0      117

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:     -2,510)
    -510        0     -300   -1,639   -2,147   -2,449   -2,447      -61      -63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3      1.4      4.6     86.1     92.3    100.0     98.3      0.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        1        3       26       32       31       36
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       73,804
COMMITMENTS
   3,690    1,682    1,696   67,032   70,081   72,418   73,459    1,386      345

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:     -1,475)
    -190     -261       51   -1,264   -1,415   -1,403   -1,625      -72      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      2.3      2.3     90.8     95.0     98.1     99.5      1.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        1        2       33       33       38       35
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       20,579
COMMITMENTS
   1,855        0        0   18,685   20,129   20,540   20,129       39      450

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:     -2,907)
    -145        0        0   -2,701   -2,857   -2,846   -2,857      -61      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0      0.0      0.0     90.8     97.8     99.8     97.8      0.2      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        0       21       13       23       13
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,767
COMMITMENTS
     450      650        0   13,317   13,117   13,767   13,767        0        0

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:     -1,662)
    -678      100     -100     -784   -1,562   -1,562   -1,562     -100     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      4.7      0.0     96.7     95.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        1        0       26       26       27       27
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,893
COMMITMENTS
     435      800        0   16,643   17,070   17,078   17,870      815       23

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:     -1,587)
       0      300        0   -1,652   -1,907   -1,652   -1,607       65       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      4.5      0.0     93.0     95.4     95.4     99.9      4.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        3        0       23       19       25       22
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,822
COMMITMENTS
     617      660      537   18,634   18,591   19,788   19,788       34       34

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:       -599)
     137     -737      326     -827     -101     -364     -512     -235      -87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      3.3      2.7     94.0     93.8     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       2        1        2       32       37       35       40
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,448
COMMITMENTS
     900        0       36    8,362    9,160    9,298    9,196      150      252

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:     -2,183)
     630     -351     -449   -2,426   -1,563   -2,245   -2,363       62      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5      0.0      0.4     88.5     97.0     98.4     97.3      1.6      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        0        1       23       20       25       21
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       41,653
COMMITMENTS
   2,867    1,437    1,362   34,322   37,726   38,551   40,525    3,102    1,128

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:     -4,005)
    -765   -1,048       72   -3,192   -3,024   -3,885   -4,000     -120       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      3.4      3.3     82.4     90.6     92.6     97.3      7.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        4        4       31       34       37       40
```

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Updated April 9, 2010