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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       38,351
COMMITMENTS
     719      389      216   37,333   37,291   38,268   37,896       83      455

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     -8,586)
     187   -1,339     -114   -8,645   -7,417   -8,572   -8,870      -14      284

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      1.0      0.6     97.3     97.2     99.8     98.8      0.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       2        2        1       47       48       49       51
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,778
COMMITMENTS
       0        0        0   14,631   14,643   14,631   14,643      147      135

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     -3,780)
       0        0        0   -3,771   -3,755   -3,771   -3,755       -9      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.0     99.1     99.0     99.1      1.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        0        0       27       26       27       26
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,820
COMMITMENTS
      70      272      284    7,794    7,841    8,148    8,397    1,672    1,423

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     -1,403)
    -168       -5     -115     -998   -1,295   -1,281   -1,415     -122       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      2.8      2.9     79.4     79.8     83.0     85.5     17.0     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        3        2       32       34       34       38
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,516
COMMITMENTS
     942      260      256    4,812    5,195    6,010    5,711      506      805

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     -2,470)
     -32      -85      -75   -2,439   -2,410   -2,546   -2,570       76      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5      4.0      3.9     73.8     79.7     92.2     87.6      7.8     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       6        3        5       40       52       46       60
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,674
COMMITMENTS
     564      485       96    1,330    1,499    1,990    2,080      684      594

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:       -832)
    -106      284     -203     -498     -949     -807     -868      -25       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.1     18.1      3.6     49.7     56.1     74.4     77.8     25.6     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        2       15       14       17       18
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,555
COMMITMENTS
       0       60        0    1,110    1,052    1,110    1,112      445      443

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:       -333)
       0       30        0     -378     -287     -378     -257       45      -76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.9      0.0     71.4     67.7     71.4     71.5     28.6     28.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       18       16       18       18
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       11,397
COMMITMENTS
       0        0        0   11,079   10,837   11,079   10,837      318      560

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     -4,748)
       0        0        0   -4,590   -4,708   -4,590   -4,708     -158      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     97.2     95.1     97.2     95.1      2.8      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       18       19       18       19
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,487
COMMITMENTS
       0      366        0    7,302    7,071    7,302    7,437      185       50

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:        727)
       0      100        0      677      577      677      677       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.9      0.0     97.5     94.4     97.5     99.3      2.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        0       19       20       19       21
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      382,725
COMMITMENTS
  63,077   36,667   56,083  216,198  262,267  335,359  355,017   47,367   27,708

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:      3,359)
   1,518      691    2,300   -1,558       94    2,260    3,086    1,099      273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5      9.6     14.7     56.5     68.5     87.6     92.8     12.4      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      56       22       42       60       76      136      123
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      139,893
COMMITMENTS
       0    5,524   37,696   96,502   92,827  134,199  136,047    5,694    3,845

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     -5,401)
     -54      183   -1,620   -3,504   -3,912   -5,179   -5,350     -222      -51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.9     26.9     69.0     66.4     95.9     97.3      4.1      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        8        8       14       14       22       22
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       13,217
COMMITMENTS
     400      774      250   12,467   12,078   13,117   13,102      100      115

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     -5,287)
       0     -130     -150   -4,818   -4,688   -4,968   -4,968     -319     -319

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      5.9      1.9     94.3     91.4     99.2     99.1      0.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       4        3        3       41       43       46       49
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,576
COMMITMENTS
     830      535      195    6,521    6,846    7,546    7,576       30        0

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:       -710)
     -50       50      -50     -640     -710     -740     -710       30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0      7.1      2.6     86.1     90.4     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        2        1       20       15       24       17
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      969,483
COMMITMENTS
 159,107  325,984  326,970  392,327  276,657  878,403  929,610   91,080   39,873

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     34,099)
  -1,023   -1,766   28,719   -1,254    6,764   26,441   33,717    7,657      382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.4     33.6     33.7     40.5     28.5     90.6     95.9      9.4      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      306)
     103      105      151       79       73      279      246
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       49,173
COMMITMENTS
       0        0        0   38,174   45,835   38,174   45,835   10,999    3,338

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     -3,616)
       0        0        0   -7,986   -3,492   -7,986   -3,492    4,370     -124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     77.6     93.2     77.6     93.2     22.4      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       15       15       15       15
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,682,910
COMMITMENTS
  73,136   87,257  535,337  1064920  1054000  1673392  1676594    9,518    6,316

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     47,164)
   5,349    4,952   17,168   23,566   25,029   46,082   47,149    1,081       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      5.2     31.8     63.3     62.6     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      42       37       67       62       59      137      130
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       29,269
COMMITMENTS
   8,459    7,160   11,128    9,331   10,800   28,917   29,088      352      181

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:      1,502)
     450      368      603      473      551    1,526    1,521      -24      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.9     24.5     38.0     31.9     36.9     98.8     99.4      1.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      11       11       16       13       15       32       34
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       91,440
COMMITMENTS
     606    8,610    2,222   82,100   76,307   84,928   87,139    6,512    4,301

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     -4,324)
     128      380      -56   -3,429   -4,413   -3,357   -4,089     -967     -235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      9.4      2.4     89.8     83.5     92.9     95.3      7.1      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        3       15       21       18       24
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       76,054
COMMITMENTS
     938        0    1,306   64,160   67,089   66,404   68,395    9,650    7,659

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     -3,801)
      72        0     -248   -2,881   -3,237   -3,057   -3,485     -744     -316

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      0.0      1.7     84.4     88.2     87.3     89.9     12.7     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       14       17       15       18
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      138,984
COMMITMENTS
  10,224        0    2,677  112,592  128,533  125,493  131,210   13,491    7,774

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     -6,235)
  -1,067        0     -241   -5,177   -5,602   -6,485   -5,843      250     -393

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4      0.0      1.9     81.0     92.5     90.3     94.4      9.7      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        0        2       22       24       25       26
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,599,652
COMMITMENTS
 614,602  117,787  735,513  1222871  1720796  2572986  2574096   26,666   25,556

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:    -33,415)
  81,050    3,402  -56,099  -53,677   16,141  -28,726  -36,556   -4,689    3,141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.6      4.5     28.3     47.0     66.2     99.0     99.0      1.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      44       20       53      102       85      165      140
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      991,711
COMMITMENTS
 172,039   75,572  175,734  640,289  736,430  988,062  987,736    3,649    3,975

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     29,996)
     493    2,064    8,840   20,782   19,424   30,115   30,328     -119     -332

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.3      7.6     17.7     64.6     74.3     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      28       22       40       43       34       88       79
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        7,615
COMMITMENTS
     330      120        0    6,839    6,782    7,169    6,902      446      712

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:       -160)
       0        0        0     -189     -443     -189     -443       29      283

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      1.6      0.0     89.8     89.1     94.1     90.6      5.9      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       15       17       16       18
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       10,904
COMMITMENTS
      24      336      142   10,421   10,203   10,587   10,681      317      223

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     -1,270)
       0     -238        6   -1,236   -1,055   -1,230   -1,287      -40       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      3.1      1.3     95.6     93.6     97.1     98.0      2.9      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        2        4       28       31       32       35
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      184,739
COMMITMENTS
   8,904    3,480   17,937  151,557  161,655  178,398  183,072    6,341    1,667

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     -8,902)
   1,516     -602     -777   -8,212   -6,041   -7,474   -7,420   -1,428   -1,482

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      1.9      9.7     82.0     87.5     96.6     99.1      3.4      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6        3        6       35       32       44       38
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       23,791
COMMITMENTS
     435      660    1,645   20,550   20,243   22,629   22,547    1,162    1,244

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:       -826)
    -169      138      147     -652   -1,044     -674     -758     -152      -68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      2.8      6.9     86.4     85.1     95.1     94.8      4.9      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        3       21       18       24       22
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       29,151
COMMITMENTS
      58    2,814      272   26,108   24,965   26,438   28,051    2,713    1,100

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     -1,149)
     -36     -214      -12     -652     -897     -700   -1,123     -449      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      9.7      0.9     89.6     85.6     90.7     96.2      9.3      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        2       24       18       26       21
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       10,971
COMMITMENTS
     340      420       40    9,301    9,741    9,681   10,201    1,290      770

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:        -55)
     340      -56       40     -201       55      179       39     -234      -94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      3.8      0.4     84.8     88.8     88.2     93.0     11.8      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       17       12       18       14
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       28,577
COMMITMENTS
       0      991      465   26,001   26,337   26,466   27,793    2,111      784

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     -3,147)
       0     -129      -16   -3,249   -2,994   -3,265   -3,139      118       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.5      1.6     91.0     92.2     92.6     97.3      7.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        2       21       18       23       20
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       48,082
COMMITMENTS
       0      382        0   47,636   47,576   47,636   47,958      446      124

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     -2,668)
       0      -46        0   -2,645   -2,599   -2,645   -2,645      -23      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.8      0.0     99.1     98.9     99.1     99.7      0.9      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       11       12       11       13
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      738,925
COMMITMENTS
  31,310        0    6,322  701,293  732,603  738,925  738,925        0        0

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:    -31,808)
     750        0     -750  -31,808  -31,058  -31,808  -31,808        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      0.0      0.9     94.9     99.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        1       14       12       15       13
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       57,061
COMMITMENTS
       0      210        0   57,061   56,851   57,061   57,061        0        0

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     -4,991)
       0        0        0   -4,991   -4,991   -4,991   -4,991        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.4      0.0    100.0     99.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       17       13       17       14
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,011,322
COMMITMENTS
       0        0        0  1011322  1011322  1011322  1011322        0        0

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:    -65,250)
       0        0        0  -65,250  -65,250  -65,250  -65,250        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:       23)
       0        0        0       18       11       18       11
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      179,012
COMMITMENTS
     942        0      210  177,860  178,802  179,012  179,012        0        0

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:    -11,193)
    -276        0        0  -10,917  -11,193  -11,193  -11,193        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      0.0      0.1     99.4     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        0        1       20       28       22       29
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    3,140,125
COMMITMENTS
   9,376        0        0  3130749  3140125  3140125  3140125        0        0

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:   -188,062)
       0        0        0 -188,062 -188,062 -188,062 -188,062        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:       37)
       1        0        0       18       27       19       27
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       52,558
COMMITMENTS
   4,555    1,485      132   47,871   50,686   52,558   52,303        0      255

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     -3,933)
    -115     -115        0   -3,818   -3,818   -3,933   -3,933        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      2.8      0.3     91.1     96.4    100.0     99.5      0.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        2        1       24       19       28       21
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,052,099
COMMITMENTS
  29,405   38,165        0  1022694  1013934  1052099  1052099        0        0

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:    -57,210)
  -1,500      540        0  -55,710  -57,750  -57,210  -57,210        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      3.6      0.0     97.2     96.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        1        0       25       23       27       24
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       47,387
COMMITMENTS
       0        5      105   47,239   46,724   47,344   46,834       43      553

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     -1,854)
       0      -92        0   -1,831   -1,762   -1,831   -1,854      -23        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.2     99.7     98.6     99.9     98.8      0.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        1       20       17       21       18
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       38,804
COMMITMENTS
       0    3,739      170   38,359   34,704   38,529   38,613      275      191

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:       -335)
       0    1,183        0     -312   -1,495     -312     -312      -23      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.6      0.4     98.9     89.4     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       13       13       14       14
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       33,791
COMMITMENTS
     510      401        0   32,644   32,816   33,154   33,217      637      574

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     -2,307)
       0        0        0   -2,261   -2,307   -2,261   -2,307      -46       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      1.2      0.0     96.6     97.1     98.1     98.3      1.9      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        0       16       13       17       15
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      945,781
COMMITMENTS
  23,400   21,445    4,000  918,381  920,336  945,781  945,781        0        0

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:    -12,975)
  23,400   -6,750        0  -36,375   -6,225  -12,975  -12,975        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      2.3      0.4     97.1     97.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        2        1       20       21       22       23
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      745,605
COMMITMENTS
  50,505        0   51,495  643,605  694,110  745,605  745,605        0        0

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:    -22,875)
     750        0     -750  -22,875  -22,125  -22,875  -22,875        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      0.0      6.9     86.3     93.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       13        8       15        9
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,507
COMMITMENTS
     284       70       24   21,992   21,918   22,300   22,012      207      495

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:       -747)
    -130      -70        5     -631     -653     -756     -718        9      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      0.3      0.1     97.7     97.4     99.1     97.8      0.9      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        1        2       33       33       36       35
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,762
COMMITMENTS
   1,102        0       70   14,317   15,243   15,489   15,313      273      449

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     -1,212)
     -14        0      -30   -1,153   -1,172   -1,197   -1,202      -15      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      0.0      0.4     90.8     96.7     98.3     97.2      1.7      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        0        1       18       19       21       20
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,673
COMMITMENTS
       0       60       90    7,025    6,889    7,115    7,039      558      634

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:       -200)
     -25       60      -30     -108     -243     -163     -213      -37       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.8      1.2     91.6     89.8     92.7     91.7      7.3      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       18       16       19       17
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,876
COMMITMENTS
       0        0        0   10,276   10,523   10,276   10,523      600      353

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:       -651)
       0        0        0     -611     -552     -611     -552      -40      -99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     94.5     96.8     94.5     96.8      5.5      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       17       17       17       17
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,996,603
COMMITMENTS
 430,039   97,408  1052966  1390747  1760653  2873752  2911027  122,851   85,576

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:    116,638)
  12,986    3,442   61,586   35,339   38,153  109,912  103,181    6,726   13,457

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4      3.3     35.1     46.4     58.8     95.9     97.1      4.1      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      418)
     203       97      214       89      100      383      333
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      230,968
COMMITMENTS
 132,729   31,827   31,740   65,265  165,321  229,734  228,888    1,234    2,080

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:      4,277)
   2,806    7,399   -1,056    2,583   -2,139    4,333    4,205      -56       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    57.5     13.8     13.7     28.3     71.6     99.5     99.1      0.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       6       14       13       22       23       35       43
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      216,452
COMMITMENTS
  49,443   17,574    4,796  124,948  126,060  179,187  148,430   37,265   68,022

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:    -10,838)
   3,201     -866   -2,826   -9,113   -5,118   -8,738   -8,810   -2,100   -2,028

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.8      8.1      2.2     57.7     58.2     82.8     68.6     17.2     31.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        3        8       20       21       28       30
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      154,593
COMMITMENTS
  32,825    1,464   27,451   87,983  121,224  148,260  150,140    6,333    4,453

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:      7,789)
   1,052      178    1,054    5,340    6,299    7,446    7,530      343      259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.2      0.9     17.8     56.9     78.4     95.9     97.1      4.1      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      25       10       29       25       23       61       53
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      670,002
COMMITMENTS
  50,921    5,691  115,070  485,942  529,862  651,933  650,624   18,069   19,377

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     -8,444)
    -645    2,683   -6,547   -1,107   -4,880   -8,298   -8,744     -145      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      0.8     17.2     72.5     79.1     97.3     97.1      2.7      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      11        2       13       35       35       48       48
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       34,706
COMMITMENTS
     150      564      300   34,221   33,582   34,671   34,446       35      260

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     -7,039)
     -40     -148        0   -6,655   -6,649   -6,695   -6,797     -344     -242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      1.6      0.9     98.6     96.8     99.9     99.3      0.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       1        2        2       38       39       41       43
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       85,809
COMMITMENTS
   5,832   27,739    4,501   71,676   48,584   82,009   80,824    3,800    4,985

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:        735)
     250      247        0      515      425      765      672      -30       63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8     32.3      5.2     83.5     56.6     95.6     94.2      4.4      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        8       10       25       22       38       33
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       34,107
COMMITMENTS
   4,348        3    4,510   22,567   26,719   31,425   31,232    2,682    2,875

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:      1,620)
     742        0     -260    1,147    1,579    1,629    1,319       -9      301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7      0.0     13.2     66.2     78.3     92.1     91.6      7.9      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6        1        5       16       17       23       22
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,085
COMMITMENTS
     525    1,419        0   11,560   10,585   12,085   12,004        0       81

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     -1,465)
  -1,264      150        0     -165   -1,615   -1,429   -1,465      -36        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3     11.7      0.0     95.7     87.6    100.0     99.3      0.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        2        0       18       16       21       18
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,533
COMMITMENTS
   5,359      523    3,974    6,695   11,274   16,029   15,771    3,504    3,762

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:      1,355)
     437      -82      352      476      702    1,266      972       89      383

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.4      2.7     20.3     34.3     57.7     82.1     80.7     17.9     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       9        1        8       10       10       20       18
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,521
COMMITMENTS
     857    1,558      540   13,948   12,700   15,345   14,798    1,176    1,723

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:      4,426)
     582      252      120    3,299    3,437    4,001    3,809      425      617

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      9.4      3.3     84.4     76.9     92.9     89.6      7.1     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        5        3       16       17       19       23
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       22,548
COMMITMENTS
  14,403    2,298      373    5,144   19,010   19,920   21,681    2,628      867

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:      1,212)
   1,226     -364       11     -231    1,723    1,006    1,370      206     -158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    63.9     10.2      1.7     22.8     84.3     88.3     96.2     11.7      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      73       20       13       31       31      110       61
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       35,918
COMMITMENTS
  23,217    1,612      605    6,737   32,055   30,559   34,272    5,359    1,647

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:      2,508)
   1,687     -494       25      408    3,266    2,121    2,798      387     -290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    64.6      4.5      1.7     18.8     89.2     85.1     95.4     14.9      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      79       13       11       21       38      104       59
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      322,275
COMMITMENTS
  81,534   15,072   34,995  178,042  256,405  294,571  306,472   27,704   15,803

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:      7,231)
   1,004     -617    6,007   -1,048      358    5,963    5,748    1,268    1,483

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.3      4.7     10.9     55.2     79.6     91.4     95.1      8.6      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      201)
      75       17       43       74       88      169      134
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       33,459
COMMITMENTS
  10,455      108      555   18,293   27,221   29,303   27,884    4,156    5,575

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     -2,532)
     686      -20        0   -3,334   -3,543   -2,648   -3,563      116    1,031

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.2      0.3      1.7     54.7     81.4     87.6     83.3     12.4     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6        1        2       19       23       26       25
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:        9,658
COMMITMENTS
       0        0        0    8,748    8,105    8,748    8,105      910    1,553

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     -1,684)
       0        0        0   -1,925   -1,008   -1,925   -1,008      241     -676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     90.6     83.9     90.6     83.9      9.4     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       12       15       12       15
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,578
COMMITMENTS
     150        0      350    3,078    3,120    3,578    3,470        0      108

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     -1,769)
    -310      -50      200   -1,659   -1,919   -1,769   -1,769        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      0.0      9.8     86.0     87.2    100.0     97.0      0.0      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        2       18       22       21       24
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       46,836
COMMITMENTS
     708    2,087        6   45,499   44,608   46,213   46,701      623      135

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     -7,203)
       0        1       -2   -6,997   -7,093   -6,999   -7,094     -204     -109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      4.5      0.0     97.1     95.2     98.7     99.7      1.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       1        2        1       42       33       44       35
 
 
ULSD UP DOWN SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-022A18
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,415
COMMITMENTS
       0        0        0   13,070   13,415   13,070   13,415      345        0

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:        100)
       0        0        0      125      100      125      100      -25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     97.4    100.0     97.4    100.0      2.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       20        7       20        7
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,070
COMMITMENTS
      50    4,020       50    7,850    4,000    7,950    8,070      120        0

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:       -687)
       0      195      -50     -637     -832     -687     -687        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6     49.8      0.6     97.3     49.6     98.5    100.0      1.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        2        1       24       19       25       22
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,045
COMMITMENTS
     280        0      110   10,186   10,670   10,576   10,780      469      265

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     -3,344)
  -1,065      -50      -40   -2,536   -3,346   -3,641   -3,436      297       92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      0.0      1.0     92.2     96.6     95.8     97.6      4.2      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        1       22       17       24       18
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,573
COMMITMENTS
   1,893    2,316      444   12,900   12,546   15,237   15,306      336      267

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:       -953)
    -108      283     -176     -716   -1,072   -1,000     -965       47       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2     14.9      2.9     82.8     80.6     97.8     98.3      2.2      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        3        3       29       27       35       31
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,060
COMMITMENTS
   1,077       27      129    8,114    9,591    9,320    9,747      740      313

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     -1,951)
      36     -440      -38   -1,966   -1,567   -1,968   -2,045       17       94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7      0.3      1.3     80.7     95.3     92.6     96.9      7.4      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        1        1       23       27       26       29
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,028
COMMITMENTS
  10,743    1,074      887   18,882   28,791   30,512   30,752      516      276

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     -1,258)
      72      221     -390     -980   -1,089   -1,298   -1,258       40        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.6      3.5      2.9     60.9     92.8     98.3     99.1      1.7      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       8        3        4       27       29       38       35
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,299
COMMITMENTS
   2,091      506      255   12,393   13,593   14,739   14,354    2,560    2,945

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     -1,662)
     579      271     -316   -1,365     -630   -1,102     -675     -560     -987

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1      2.9      1.5     71.6     78.6     85.2     83.0     14.8     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        1       14       14       17       15
```

----

Updated April 8, 2011