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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11          |
--------------------------------------------------------------| 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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:      386,852
COMMITMENTS
  56,187   39,251   66,787  216,515  251,738  339,489  357,777   47,363   29,076

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:      7,357)
    -457   -2,026    1,145    7,311    8,616    7,999    7,735     -642     -378

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5     10.1     17.3     56.0     65.1     87.8     92.5     12.2      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      52       26       40       69       77      142      124
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED 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:      138,678
COMMITMENTS
      67    5,058   37,619   95,908   92,596  133,594  135,273    5,084    3,405

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:      5,237)
    -109      199      787    4,206    4,149    4,883    5,134      354      103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.6     27.1     69.2     66.8     96.3     97.5      3.7      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        6        8       14       14       22       22
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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:    1,023,666
COMMITMENTS
 164,084  381,334  326,427  446,533  259,892  937,043  967,653   86,622   56,013

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:    -22,616)
  -8,454  -13,941  -25,144    8,988   13,183  -24,610  -25,902    1,994    3,286

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0     37.3     31.9     43.6     25.4     91.5     94.5      8.5      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      302)
      91      124      134       70       70      251      248
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED 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:    1,742,197
COMMITMENTS
  71,147   88,241  577,301  1085567  1069169  1734015  1734711    8,181    7,486

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:     67,462)
   3,993    1,716   27,738   34,783   37,870   66,515   67,324      947      138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      5.1     33.1     62.3     61.4     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      47       36       70       64       60      144      133
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED 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:       20,505
COMMITMENTS
   7,936    6,687    5,404    6,489    8,170   19,829   20,260      676      244

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:         16)
    -369     -441      436     -163        8      -95        4      111       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.7     32.6     26.4     31.6     39.8     96.7     98.8      3.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      10        9       14       13       14       30       30
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED 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:       -229)
    -290     -410      290     -229   -1,234     -229   -1,354        0    1,126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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
OPTION AND FUTURES COMBINED 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:      144,051
COMMITMENTS
  10,840        0    2,596  116,648  133,758  130,084  136,354   13,967    7,697

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:        109)
    -988        0      442      901     -212      355      230     -246     -121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5      0.0      1.8     81.0     92.9     90.3     94.7      9.7      5.3

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 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:        7,867
COMMITMENTS
     390        0        0    7,213    7,381    7,603    7,381      264      486

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:       -264)
       0        0        0     -234     -313     -234     -313      -30       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      0.0      0.0     91.7     93.8     96.6     93.8      3.4      6.2

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
OPTION AND FUTURES COMBINED 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:       11,616
COMMITMENTS
      30      422       61   11,317   11,003   11,408   11,486      208      130

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 TRADER
     0.3      3.6      0.5     97.4     94.7     98.2     98.9      1.8      1.1

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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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:      188,129
COMMITMENTS
   5,389    1,781   19,218  158,913  164,563  183,520  185,562    4,609    2,567

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:      3,704)
     321      427      616    2,318    2,365    3,255    3,407      449      297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      0.9     10.2     84.5     87.5     97.6     98.6      2.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        5        7       33       29       41       38
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED 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:       18,301
COMMITMENTS
      71      766       97   16,997   16,517   17,165   17,379    1,136      922

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:        790)
       3      144       -3      742      692      742      832       48      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      4.2      0.5     92.9     90.2     93.8     95.0      6.2      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        3        2       19       15       21       19
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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:       32,522
COMMITMENTS
       0    1,186      480   30,008   30,058   30,488   31,724    2,034      798

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:         92)
       0       -4       -4       96      100       92       92       -0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.6      1.5     92.3     92.4     93.7     97.5      6.3      2.5

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 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     0.0      0.3      0.0    100.0     99.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       18       13       18       14
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED 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 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 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 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:       36)
       0        0        0       17       27       17       27
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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:       34,413
COMMITMENTS
     510       86        0   33,006   33,753   33,516   33,839      897      574

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:        158)
       0        0        0      388      158      388      158     -230       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      0.2      0.0     95.9     98.1     97.4     98.3      2.6      1.7

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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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:    3,100,337
COMMITMENTS
 440,344   92,066  1111115  1425871  1816984  2977329  3020166  123,008   80,172

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:    159,679)
  10,225   -2,378   93,188   58,976   66,336  162,390  157,147   -2,710    2,533

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.2      3.0     35.8     46.0     58.6     96.0     97.4      4.0      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      439)
     225       89      226       96      106      413      346
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED 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:      259,953
COMMITMENTS
 139,005   27,403   50,331   68,547  179,656  257,884  257,390    2,069    2,562

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:     -6,534)
   3,524   -3,326   -2,674   -7,470      459   -6,621   -5,541       86     -994

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    53.5     10.5     19.4     26.4     69.1     99.2     99.0      0.8      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       8       14       14       26       28       41       49
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED 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 TRADER
    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
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED 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:      154,993
COMMITMENTS
  33,535    1,514   28,190   85,622  119,642  147,346  149,346    7,647    5,647

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:     17,249)
   1,684      352    4,762    8,768   12,178   15,214   17,293    2,034      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.6      1.0     18.2     55.2     77.2     95.1     96.4      4.9      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      26       11       27       24       23       60       51
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED 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:      678,948
COMMITMENTS
  51,201    4,079  121,683  488,099  534,699  660,983  660,461   17,965   18,487

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:     47,799)
   7,184     -952   10,809   30,385   39,202   48,378   49,060     -579   -1,261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5      0.6     17.9     71.9     78.8     97.4     97.3      2.6      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      11        2       13       36       36       49       49
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED 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:       19,639
COMMITMENTS
   5,814    2,251    3,857    6,663   10,742   16,334   16,850    3,305    2,789

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.6     11.5     19.6     33.9     54.7     83.2     85.8     16.8     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8        4        9       10        9       22       18
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED 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:       12,267
COMMITMENTS
     841    1,938      991    9,700    7,855   11,532   10,783      735    1,484

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:        919)
    -425      728       88    1,372      536    1,035    1,352     -115     -433

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9     15.8      8.1     79.1     64.0     94.0     87.9      6.0     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        6        6       13       12       20       21
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED 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:       24,237
COMMITMENTS
  17,336    2,454      207    3,950   20,715   21,492   23,376    2,745      861

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:        387)
    -398      130      -15      779       83      365      198       22      189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    71.5     10.1      0.9     16.3     85.5     88.7     96.4     11.3      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      86       20       10       31       31      122       57
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED 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:       40,895
COMMITMENTS
  28,740    1,096      852    5,374   37,847   34,966   39,795    5,929    1,100

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:     -2,234)
  -1,573     -339       54     -915   -1,846   -2,435   -2,131      201     -103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    70.3      2.7      2.1     13.1     92.5     85.5     97.3     14.5      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      90        9       14       17       38      110       59
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED 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:      308,961
COMMITMENTS
  76,563   14,878   33,180  170,646  245,995  280,388  294,052   28,572   14,908

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:     -3,878)
   3,292      293   -2,043   -5,855   -3,508   -4,606   -5,259      728    1,381

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.8      4.8     10.7     55.2     79.6     90.8     95.2      9.2      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      76       17       43       73       88      165      134
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 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:       25)
       0        0        0       18       16       18       16
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
     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