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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       40,694
COMMITMENTS
     532    1,813      222   39,873   38,483   40,627   40,518       67      176

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:     -9,681)
     -45   -4,575      137   -9,733   -5,227   -9,641   -9,665      -40      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      4.5      0.5     98.0     94.6     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       1        3        1       41       47       43       50
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,294
COMMITMENTS
       0        0        0   18,170   18,134   18,170   18,134      124      160

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:     -4,301)
       0        0        0   -4,292   -4,276   -4,292   -4,276       -9      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.3     99.1     99.3     99.1      0.7      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        0        0       27       27       27       27
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,585
COMMITMENTS
     208      152      254    7,634    7,931    8,096    8,337    1,489    1,248

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:     -1,911)
    -987     -193      -26     -916   -1,699   -1,929   -1,918       18        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      1.6      2.6     79.6     82.7     84.5     87.0     15.5     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        3        2       32       37       34       41
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,272
COMMITMENTS
     778      130      290    5,909    6,347    6,977    6,767      295      505

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:     -1,740)
      94      -30     -183   -1,386   -1,368   -1,475   -1,581     -265     -159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7      1.8      4.0     81.3     87.3     95.9     93.1      4.1      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       5        2        4       52       58       57       64
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,164
COMMITMENTS
     425      116      454    1,529    2,144    2,408    2,714      756      450

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:       -707)
    -265      104      -99     -306     -726     -670     -721      -37       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4      3.7     14.3     48.3     67.8     76.1     85.8     23.9     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        2       17       18       21       20
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,964
COMMITMENTS
      45       35        0    1,477    1,660    1,522    1,695      442      269

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:       -572)
      20       20      -80     -486     -462     -546     -522      -26      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      1.8      0.0     75.2     84.5     77.5     86.3     22.5     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       20       19       21       20
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       15,291
COMMITMENTS
       0        0        0   14,878   14,691   14,878   14,691      413      600

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:     -3,983)
       0        0        0   -3,803   -4,583   -3,803   -4,583     -180      600

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     97.3     96.1     97.3     96.1      2.7      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       19       20       19       20
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      306,312
COMMITMENTS
  60,979   38,653   30,483  171,406  210,186  262,868  279,322   43,444   26,990

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:      5,771)
    -820   -2,084     -815    8,044    8,128    6,409    5,229     -638      542

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.9     12.6     10.0     56.0     68.6     85.8     91.2     14.2      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      55       21       37       67       75      138      120
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       15,152
COMMITMENTS
     480      784      170   14,083   13,764   14,733   14,718      419      434

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:     -4,271)
     160      124     -310   -3,952   -3,916   -4,102   -4,102     -169     -169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      5.2      1.1     92.9     90.8     97.2     97.1      2.8      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
       3        3        2       45       47       49       52
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,811
COMMITMENTS
     530      385      245    6,736    6,881    7,511    7,511      300      300

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:        480)
     180     -120        0      300      600      480      480        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8      4.9      3.1     86.2     88.1     96.2     96.2      3.8      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        1        1       24       17       28       18
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      956,442
COMMITMENTS
 132,981  387,495  301,156  440,064  215,092  874,201  903,743   82,241   52,699

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:    -25,766)
  -8,932  -14,249  -26,819    8,490   12,428  -27,261  -28,640    1,495    2,874

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9     40.5     31.5     46.0     22.5     91.4     94.5      8.6      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
      84      124      122       70       64      238      236
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       52,275
COMMITMENTS
       0        0        0   41,466   48,561   41,466   48,561   10,809    3,714

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:     -2,969)
       0        0        0   -2,449   -2,504   -2,449   -2,504     -520     -465

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     79.3     92.9     79.3     92.9     20.7      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       15       15       15       15
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       43,960
COMMITMENTS
   2,938    2,522    2,174   33,525   30,997   38,637   35,693    5,323    8,267

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:     -4,318)
     358       37     -401   -5,277   -3,889   -5,320   -4,253    1,002      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7      5.7      4.9     76.3     70.5     87.9     81.2     12.1     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        3       13       11       16       14
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       95,124
COMMITMENTS
       0    8,328    2,396   85,285   79,984   87,681   90,708    7,443    4,416

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:          0)
    -290     -410      290        0   -1,006        0   -1,126        0    1,126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.8      2.5     89.7     84.1     92.2     95.4      7.8      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        3        3       15       21       18       24
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      143,246
COMMITMENTS
  10,840        0    2,596  115,843  133,758  129,279  136,354   13,967    6,892

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:        110)
    -988        0      442       96     -212     -450      230      560     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      0.0      1.8     80.9     93.4     90.2     95.2      9.8      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        0        2       21       24       24       26
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,548,265
COMMITMENTS
 513,476  102,520  774,423  1236063  1648430  2523962  2525373   24,303   22,892

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:    -26,181)
  -3,378    5,255  -22,624     -132   -8,495  -26,134  -25,864      -47     -317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.2      4.0     30.4     48.5     64.7     99.0     99.1      1.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      38       25       61       98       81      165      143
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,001,854
COMMITMENTS
 180,828   80,469  198,715  618,162  718,632  997,705  997,816    4,149    4,038

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:     34,509)
   5,671   10,006   13,274   16,153   11,566   35,098   34,846     -589     -337

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0      8.0     19.8     61.7     71.7     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      31       21       41       41       34       85       83
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        7,760
COMMITMENTS
     390        0        0    7,165    7,295    7,555    7,295      205      465

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:       -260)
       0        0        0     -225     -310     -225     -310      -35       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0      0.0      0.0     92.3     94.0     97.4     94.0      2.6      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       18       18       19       18
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       11,606
COMMITMENTS
      30      422       61   11,317   11,003   11,408   11,486      198      120

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:        668)
      30     -111       61      656      847      747      797      -79     -129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      3.6      0.5     97.5     94.8     98.3     99.0      1.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        2        2       26       31       28       34
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,117
COMMITMENTS
      56       90        6    1,446    1,274    1,508    1,370      609      747

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:       -446)
       6        0      -18     -454     -320     -466     -338       20     -108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      4.3      0.3     68.3     60.2     71.2     64.7     28.8     35.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       16       17       17       19
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,440
COMMITMENTS
      25        0       10      934      873      969      883      471      557

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:       -505)
     -67      -33      -11     -293     -317     -371     -361     -134     -144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      0.0      0.7     64.9     60.6     67.3     61.3     32.7     38.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       16       16       17       17
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       47,213
COMMITMENTS
  11,244    1,060    1,192   32,704   44,061   45,140   46,313    2,073      900

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:        954)
     152      -12        6      750      926      908      920       46       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8      2.2      2.5     69.3     93.3     95.6     98.1      4.4      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        3        3       30       23       35       28
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       14,719
COMMITMENTS
      82      598       86   13,415   13,113   13,583   13,797    1,136      922

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:         48)
       0      140        0        0      -50        0       90       48      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      4.1      0.6     91.1     89.1     92.3     93.7      7.7      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        3        2       18       15       20       19
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       30,136
COMMITMENTS
     104    3,226      220   26,808   25,644   27,132   29,090    3,004    1,046

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:        -90)
       0     -120        0      -90       30      -90      -90        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3     10.7      0.7     89.0     85.1     90.0     96.5     10.0      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        2       22       17       24       20
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       10,778
COMMITMENTS
       0      406        0    9,274    9,556    9,274    9,962    1,504      816

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:         14)
       0        4        0        4       10        4       14       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.8      0.0     86.0     88.7     86.0     92.4     14.0      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       16       11       16       12
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       12,253
COMMITMENTS
      20      740       76   10,123   10,639   10,219   11,455    2,034      798

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:        132)
       0        0        0      132      132      132      132        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      6.0      0.6     82.6     86.8     83.4     93.5     16.6      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       19       17       20       19
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       48,200
COMMITMENTS
       0      428        0   47,731   47,625   47,731   48,053      469      147

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.9      0.0     99.0     98.8     99.0     99.7      1.0      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
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      685,029
COMMITMENTS
       0    7,840        0  685,029  677,189  685,029  685,029        0        0

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:        744)
       0        0        0      744      744      744      744        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.1      0.0    100.0     98.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       14       12       14       13
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       62,010
COMMITMENTS
       0      210        0   62,010   61,800   62,010   62,010        0        0

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:        210)
       0      210        0      210        0      210      210        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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:       27)
       0        1        0       18       13       18       14
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,076,572
COMMITMENTS
       0        0        0  1076572  1076572  1076572  1076572        0        0

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      187,614
COMMITMENTS
     276        0      210  187,128  187,404  187,614  187,614        0        0

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:       -210)
     210        0        0     -420     -210     -210     -210        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.0      0.1     99.7     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        0        1       19       27       21       28
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    3,294,723
COMMITMENTS
       0        0        0  3294723  3294723  3294723  3294723        0        0

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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:       36)
       0        0        0       17       27       17       27
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       56,449
COMMITMENTS
   4,670    1,600      132   51,647   54,207   56,449   55,939        0      510

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:         43)
       0        0        0       43       43       43       43        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3      2.8      0.2     91.5     96.0    100.0     99.1      0.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        2        1       25       18       29       20
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,118,666
COMMITMENTS
  30,905   84,665        0  1087761  1034001  1118666  1118666        0        0

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      7.6      0.0     97.2     92.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        1        0       25       25       28       26
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       47,816
COMMITMENTS
       0       92        0   47,750   47,426   47,750   47,518       66      298

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:     -1,275)
  -1,020        0     -255        0   -1,275   -1,275   -1,530        0      255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.2      0.0     99.9     99.2     99.9     99.4      0.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       19       17       19       18
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       39,139
COMMITMENTS
       0    2,556      170   38,671   36,199   38,841   38,925      298      214

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:     10,200)
       0        0        0   10,200   10,200   10,200   10,200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.5      0.4     98.8     92.5     99.2     99.5      0.8      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
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       18,128
COMMITMENTS
     510       86        0   16,721   17,468   17,231   17,554      897      574

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0      230        0      230        0     -230        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      0.5      0.0     92.2     96.4     95.1     96.8      4.9      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       15       13       16       14
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      940,343
COMMITMENTS
       0   28,195    4,000  936,343  908,148  940,343  940,343        0        0

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:       -401)
       0        0        0     -401     -401     -401     -401        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.0      0.4     99.6     96.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        2        1       19       21       20       23
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,267
COMMITMENTS
     424      140       31   21,480   21,841   21,935   22,012      332      255

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:     -1,895)
    -232        0       16   -1,733   -1,856   -1,949   -1,840       54      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      0.6      0.1     96.5     98.1     98.5     98.9      1.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        1        2       37       33       40       35
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,379
COMMITMENTS
     951       80       10   15,120   15,850   16,081   15,940      298      439

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:        310)
     -85       80      -25      435      255      325      310      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8      0.5      0.1     92.3     96.8     98.2     97.3      1.8      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        1       19       20       22       21
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,534
COMMITMENTS
       0        5      145    6,755    6,728    6,900    6,878      634      656

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:        497)
       0      -12       40      380      526      420      554       77      -57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.1      1.9     89.7     89.3     91.6     91.3      8.4      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        1       16       19       17       20
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,739
COMMITMENTS
       0        0        0   10,019   10,138   10,019   10,138      720      601

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:        265)
       0        0        0       85      220       85      220      180       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     93.3     94.4     93.3     94.4      6.7      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       16       18       16       18
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,572,544
COMMITMENTS
 409,817  134,235  383,456  675,232  992,296  1468505  1509987  104,039   62,557

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:      3,025)
  10,775    7,080   -6,361    4,050    1,445    8,464    2,164   -5,439      861

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1      8.5     24.4     42.9     63.1     93.4     96.0      6.6      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      364)
     147       90      173       89      102      335      288
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      223,859
COMMITMENTS
  44,182   17,488    9,076  128,938  135,090  182,196  161,654   41,663   62,205

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:      5,109)
     969    2,956      244    3,236    1,350    4,449    4,550      660      559

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7      7.8      4.1     57.6     60.3     81.4     72.2     18.6     27.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        4        6       20       21       27       30
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       33,955
COMMITMENTS
     340      712      300   33,261   32,781   33,901   33,793       54      162

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:      1,502)
      75     -560        0    1,427    2,062    1,502    1,502        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      2.1      0.9     98.0     96.5     99.8     99.5      0.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       2        3        2       32       39       36       44
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       89,704
COMMITMENTS
   6,889   30,538    5,303   73,346   48,574   85,538   84,415    4,166    5,289

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:      2,044)
   1,307      298      801     -131    1,505    1,977    2,604       67     -560

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7     34.0      5.9     81.8     54.1     95.4     94.1      4.6      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       6       11       12       25       22       41       36
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       33,272
COMMITMENTS
   6,731    1,761    4,327   17,966   23,977   29,024   30,065    4,248    3,207

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:      1,275)
      37    1,708      208      731     -911      976    1,005      299      270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.2      5.3     13.0     54.0     72.1     87.2     90.4     12.8      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6        3        4       14       15       22       20
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,545
COMMITMENTS
   1,789      369        0   10,720   12,095   12,509   12,464       36       81

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:        300)
       0        0        0      300      300      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3      2.9      0.0     85.5     96.4     99.7     99.4      0.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        1        0       17       22       20       23
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       23,191
COMMITMENTS
  16,994    2,372      136    3,316   19,822   20,446   22,330    2,745      861

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:        734)
    -325      174       45      992      326      712      545       22      189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.3     10.2      0.6     14.3     85.5     88.2     96.3     11.8      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      85       21        8       27       29      117       54
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       39,640
COMMITMENTS
  28,270    1,478      288    5,174   36,792   33,732   38,558    5,908    1,082

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:     -1,981)
  -1,306     -354       71     -930   -1,692   -2,165   -1,975      184       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.3      3.7      0.7     13.1     92.8     85.1     97.3     14.9      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      86       11       10       13       37      102       56
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      274,371
COMMITMENTS
  78,372   15,066   17,553  152,143  228,834  248,068  261,453   26,303   12,918

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:     -3,965)
   3,459      245   -2,368   -5,867   -3,470   -4,776   -5,593      811    1,628

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6      5.5      6.4     55.5     83.4     90.4     95.3      9.6      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      76       15       37       72       87      160      129
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       25,123
COMMITMENTS
   4,120      851      606   16,016   18,876   20,742   20,333    4,381    4,790

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:      2,099)
   1,698     -142     -678      127    2,914    1,147    2,094      952        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4      3.4      2.4     63.8     75.1     82.6     80.9     17.4     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        2        3       19       17       25       20
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,868
COMMITMENTS
     460       50      150    4,240    4,668    4,850    4,868       18        0

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:     -2,360)
     -90       50     -260   -2,028   -2,150   -2,378   -2,360       18        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4      1.0      3.1     87.1     95.9     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        2       19       22       23       24
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       51,317
COMMITMENTS
     647    2,281        8   50,006   48,780   50,661   51,069      656      248

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:     -6,909)
     338     -224       -1   -7,353   -6,698   -7,016   -6,923      107       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      4.4      0.0     97.4     95.1     98.7     99.5      1.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       2        1        1       41       37       44       38
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       20,245
COMMITMENTS
       0        0        0   20,245   20,245   20,245   20,245        0        0

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:     -2,288)
       0        0        0   -2,288   -2,288   -2,288   -2,288        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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:       25)
       0        0        0       18       16       18       16
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,810
COMMITMENTS
      50    3,525      100    7,330    4,185    7,480    7,810      330        0

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:     -1,057)
     -50     -450      -50     -947     -557   -1,047   -1,057      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6     45.1      1.3     93.9     53.6     95.8    100.0      4.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        2        2       24       27       26       31
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,507
COMMITMENTS
   1,345       50      130   11,790   13,154   13,265   13,334      242      173

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:     -9,406)
  -4,232       40      -40   -5,340   -9,431   -9,612   -9,431      206       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0      0.4      1.0     87.3     97.4     98.2     98.7      1.8      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        2       27       20       29       22
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,002
COMMITMENTS
   2,475    2,048      638   12,630   13,047   15,743   15,733      259      269

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:     -1,940)
  -2,730     -128     -300    1,090   -1,512   -1,940   -1,940        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5     12.8      4.0     78.9     81.5     98.4     98.3      1.6      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       5        3        4       33       31       39       37
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,390
COMMITMENTS
   1,021      326      150    8,553    9,512    9,724    9,988      666      402

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:        789)
     396      179      -81      438      556      753      654       36      135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8      3.1      1.4     82.3     91.5     93.6     96.1      6.4      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        2        1       27       27       30       29
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,759
COMMITMENTS
  10,971    1,003    1,252   19,060   29,228   31,283   31,483      476      276

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:       -473)
     -78      -36       50     -205     -283     -233     -269     -240     -204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.5      3.2      3.9     60.0     92.0     98.5     99.1      1.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      10        4        5       30       33       43       40
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,978
COMMITMENTS
   1,525        0      303   12,715   13,120   14,543   13,423    2,435    3,555

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:        518)
      13     -309      -13      726      464      726      142     -208      376

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0      0.0      1.8     74.9     77.3     85.7     79.1     14.3     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        1       16       17       18       18
```

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Updated March 11, 2011