```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       40,862
COMMITMENTS
     532    1,828      282   39,951   38,581   40,765   40,691       97      171

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:        168)
       0       15       60       78       98      138      173       30       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      4.5      0.7     97.8     94.4     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       1        3        1       41       46       43       49
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,841
COMMITMENTS
       0        0        0   17,717   17,681   17,717   17,681      124      160

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:       -453)
       0        0        0     -453     -453     -453     -453        0        0

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       28       27       28
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,130
COMMITMENTS
     205      172      281    7,904    8,362    8,390    8,815    1,740    1,315

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:        545)
      -3       20       27      270      431      294      478      251       67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      1.7      2.8     78.0     82.5     82.8     87.0     17.2     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        3        2       33       38       35       42
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,725
COMMITMENTS
     878      240      291    6,233    6,652    7,402    7,183      323      542

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:        453)
     100      110        1      324      305      425      416       28       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4      3.1      3.8     80.7     86.1     95.8     93.0      4.2      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
       5        4        4       54       61       59       69
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,271
COMMITMENTS
     575      176      374    1,641    2,191    2,590    2,741      681      530

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:        107)
     150       60      -80      112       47      182       27      -75       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6      5.4     11.4     50.2     67.0     79.2     83.8     20.8     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        2       18       18       22       20
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,682
COMMITMENTS
       0       30        0    1,128      903    1,128      933      554      749

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:       -376)
       0       30        0     -340     -473     -340     -443      -36       67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.8      0.0     67.1     53.7     67.1     55.5     32.9     44.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       16       14       16       15
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,056
COMMITMENTS
      45       30        0    1,522    1,765    1,567    1,795      489      261

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:         92)
       0       -5        0       45      105       45      100       47       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      1.5      0.0     74.0     85.8     76.2     87.3     23.8     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       20       18       21       19
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       15,301
COMMITMENTS
       0        0        0   14,888   14,701   14,888   14,701      413      600

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:         10)
       0        0        0       10       10       10       10        0        0

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       20       21       20       21
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      390,214
COMMITMENTS
  61,055   39,017   62,975  218,192  259,424  342,222  361,417   47,992   28,798

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:      3,362)
   4,868     -234   -3,813    1,678    7,687    2,733    3,640      629     -278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.6     10.0     16.1     55.9     66.5     87.7     92.6     12.3      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      54       22       40       73       82      148      128
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      135,052
COMMITMENTS
      47    5,848   36,208   93,827   89,784  130,081  131,840    4,971    3,212

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:     -3,626)
     -20      790   -1,411   -2,081   -2,812   -3,513   -3,433     -113     -193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.3     26.8     69.5     66.5     96.3     97.6      3.7      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        7        8       14       14       22       22
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       15,747
COMMITMENTS
     400      754      400   14,578   14,209   15,378   15,363      369      384

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:        595)
     -80      -30      230      495      445      645      645      -50      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      4.8      2.5     92.6     90.2     97.7     97.6      2.3      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
       5        2        4       45       49       51       55
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,856
COMMITMENTS
     680      385      245    6,631    6,926    7,556    7,556      300      300

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:         45)
     150        0        0     -105       45       45       45        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      4.9      3.1     84.4     88.2     96.2     96.2      3.8      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        1        1       24       17       29       18
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      988,165
COMMITMENTS
 161,008  374,700  308,123  432,077  255,872  901,208  938,695   86,957   49,470

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:    -35,501)
  -3,076   -6,634  -18,304  -14,455   -4,020  -35,836  -28,958      335   -6,543

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3     37.9     31.2     43.7     25.9     91.2     95.0      8.8      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      303)
      97      116      136       75       75      258      249
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| 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 03/08/11 (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     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 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       44,098
COMMITMENTS
   2,938    2,626    2,174   33,851   31,117   38,963   35,917    5,135    8,181

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:        138)
       0      104        0      326      120      326      224     -188      -86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      6.0      4.9     76.8     70.6     88.4     81.4     11.6     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        3       14       12       17       15
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,757,335
COMMITMENTS
  75,862   92,828  578,117  1094545  1078673  1748523  1749618    8,812    7,717

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:     15,138)
   4,715    4,588      815    8,977    9,504   14,508   14,907      630      231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      5.3     32.9     62.3     61.4     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      42       39       69       64       61      142      133
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       24,285
COMMITMENTS
   9,200    7,275    6,764    7,796   10,000   23,760   24,039      524      246

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:      3,780)
   1,264      588    1,360    1,307    1,830    3,932    3,779     -152        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.9     30.0     27.9     32.1     41.2     97.8     99.0      2.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      11        9       15       13       14       32       30
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| 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 03/08/11 (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      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 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      144,652
COMMITMENTS
  10,344        0    2,924  116,947  133,598  130,215  136,522   14,437    8,130

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:        602)
    -496        0      328      300     -160      132      168      470      434

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      0.0      2.0     80.8     92.4     90.0     94.4     10.0      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        0        2       22       24       25       26
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,525,061
COMMITMENTS
 507,032   99,835  755,374  1237897  1646566  2500303  2501775   24,758   23,286

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:    -23,204)
  -6,444   -2,685  -19,049    1,834   -1,864  -23,659  -23,598      455      394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.1      4.0     29.9     49.0     65.2     99.0     99.1      1.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      39       24       60      100       84      167      145
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,017,295
COMMITMENTS
 190,988   88,135  201,425  620,900  724,276  1013313  1013836    3,982    3,459

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:     15,441)
  10,160    7,666    2,710    2,738    5,644   15,608   16,020     -167     -579

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.8      8.7     19.8     61.0     71.2     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      33       23       43       42       35       91       85
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        7,880
COMMITMENTS
     330      180        0    7,278    7,323    7,608    7,503      272      376

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:         13)
     -60      180        0       65      -58        5      122        8     -109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      2.3      0.0     92.4     92.9     96.5     95.2      3.5      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       18       18       19       19
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       11,739
COMMITMENTS
       0      497       86   11,491   11,022   11,577   11,605      162      134

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:        123)
     -30       75       25      174       19      169      119      -46        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.2      0.7     97.9     93.9     98.6     98.9      1.4      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        3        3       27       31       30       34
 
 
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-025652
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        1,698
COMMITMENTS
       0       55        0    1,115    1,642    1,115    1,697      583        1

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.2      0.0     65.7     96.7     65.7     99.9     34.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       13       13       13       14
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,267
COMMITMENTS
       0       90        0    1,489    1,254    1,489    1,344      778      923

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:        150)
     -56        0       -6       43      -20      -19      -26      169      176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.0      0.0     65.7     55.3     65.7     59.3     34.3     40.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       17       17       17       18
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,542
COMMITMENTS
      38        0       12      985    1,067    1,035    1,079      507      463

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:        102)
      13        0        2       51      194       66      196       36      -94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      0.0      0.8     63.9     69.2     67.1     70.0     32.9     30.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       18       18       19       19
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      187,941
COMMITMENTS
   5,664    3,545   18,641  158,003  163,420  182,309  185,606    5,632    2,335

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:       -188)
     276    1,764     -577     -910   -1,143   -1,211       44    1,024     -231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      1.9      9.9     84.1     87.0     97.0     98.8      3.0      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        5        7       34       30       42       39
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       22,754
COMMITMENTS
     627      518    1,328   19,663   19,866   21,618   21,712    1,136    1,042

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:      4,453)
     556     -248    1,231    2,666    3,350    4,453    4,333       -0      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      2.3      5.8     86.4     87.3     95.0     95.4      5.0      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        3       19       16       22       20
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       30,084
COMMITMENTS
     104    3,242      220   26,754   25,646   27,078   29,108    3,006      976

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:        -52)
       0       16        0      -54        2      -54       18        2      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3     10.8      0.7     88.9     85.2     90.0     96.8     10.0      3.2

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 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       10,796
COMMITMENTS
       0      424        0    9,292    9,556    9,292    9,980    1,504      816

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:         18)
       0       18        0       18        0       18       18        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.9      0.0     86.1     88.5     86.1     92.4     13.9      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 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       32,039
COMMITMENTS
       0    1,121      492   29,557   29,629   30,049   31,241    1,990      798

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:       -482)
       0      -65       12     -450     -429     -438     -482      -44        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.5      1.5     92.3     92.5     93.8     97.5      6.2      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 03/15/11          |
--------------------------------------------------------------| 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 03/08/11 (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 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      686,181
COMMITMENTS
       0    7,840        0  686,181  678,341  686,181  686,181        0        0

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:      1,152)
       0        0        0    1,152    1,152    1,152    1,152        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 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       62,052
COMMITMENTS
       0      210        0   62,052   61,842   62,052   62,052        0        0

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:         42)
       0        0        0       42       42       42       42        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 03/15/11          |
--------------------------------------------------------------| 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 03/08/11 (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 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      187,886
COMMITMENTS
     706        0      210  186,970  187,676  187,886  187,886        0        0

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:        272)
     430        0        0     -158      272      272      272        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.0      0.1     99.5     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        0        1       19       28       21       29
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    3,292,683
COMMITMENTS
       0        0        0  3292683  3292683  3292683  3292683        0        0

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:     -2,040)
       0        0        0   -2,040   -2,040   -2,040   -2,040        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 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       56,491
COMMITMENTS
   4,670    1,600      132   51,689   54,249   56,491   55,981        0      510

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:         42)
       0        0        0       42       42       42       42        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 03/15/11          |
--------------------------------------------------------------| 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 03/08/11 (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 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       48,771
COMMITMENTS
       0       92        0   48,705   48,381   48,705   48,473       66      298

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:        955)
       0        0        0      955      955      955      955        0        0

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:       26)
       0        1        0       20       17       20       18
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| 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 03/08/11 (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      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 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       34,352
COMMITMENTS
     510       86        0   32,945   33,692   33,455   33,778      897      574

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:        -61)
       0        0        0      -61      -61      -61      -61        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      0.3      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 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      956,916
COMMITMENTS
       0   28,195    4,000  952,916  924,721  956,916  956,916        0        0

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:     16,573)
       0        0        0   16,573   16,573   16,573   16,573        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.9      0.4     99.6     96.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        2        1       20       21       21       23
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      730,080
COMMITMENTS
  88,155        0   13,845  628,080  716,235  730,080  730,080        0        0

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1      0.0      1.9     86.0     98.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       13        8       15        9
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,488
COMMITMENTS
     379      140       36   21,750   21,901   22,165   22,077      323      411

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:        221)
     -45        0        5      270       60      230       65       -9      156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      0.6      0.2     96.7     97.4     98.6     98.2      1.4      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        1        2       36       32       39       34
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,459
COMMITMENTS
     951       20       30   15,120   15,970   16,101   16,020      358      439

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:         80)
       0      -60       20        0      120       20       80       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      0.1      0.2     91.9     97.0     97.8     97.3      2.2      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        1       18       20       21       21
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,451
COMMITMENTS
      10        0      135    6,657    6,735    6,802    6,870      649      581

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:        -83)
      10       -5      -10      -98        7      -98       -8       15      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      0.0      1.8     89.3     90.4     91.3     92.2      8.7      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       16       19       17       20
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,886
COMMITMENTS
      75        0        0   10,121   10,285   10,196   10,285      690      601

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:        147)
      75        0        0      102      147      177      147      -30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      0.0      0.0     93.0     94.5     93.7     94.5      6.3      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       16       18       17       18
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,998,986
COMMITMENTS
 405,650   87,694  1083870  1377686  1754288  2867207  2925852  131,780   73,135

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:   -101,351)
 -34,693   -4,373  -27,245  -48,184  -62,697 -110,122  -94,314    8,771   -7,037

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5      2.9     36.1     45.9     58.5     95.6     97.6      4.4      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      439)
     229       92      232       98      103      417      348
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      266,961
COMMITMENTS
 140,827   29,614   50,811   73,662  184,721  265,301  265,147    1,661    1,814

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:      7,009)
   1,822    2,211      480    5,115    5,065    7,417    7,757     -408     -748

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    52.8     11.1     19.0     27.6     69.2     99.4     99.3      0.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       8       13       13       27       29       41       49
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      223,757
COMMITMENTS
  44,678   21,557    9,455  131,106  127,508  185,239  158,520   38,518   65,237

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:       -102)
     496    4,069      379    2,168   -7,582    3,043   -3,134   -3,145    3,032

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.0      9.6      4.2     58.6     57.0     82.8     70.8     17.2     29.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        5        7       19       20       27       30
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      139,530
COMMITMENTS
  30,096    1,089   26,546   76,720  107,501  133,361  135,135    6,169    4,395

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:    -15,463)
  -3,439     -426   -1,644   -8,902  -12,141  -13,985  -14,211   -1,478   -1,252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.6      0.8     19.0     55.0     77.0     95.6     96.9      4.4      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      26        9       29       24       23       61       53
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      627,837
COMMITMENTS
  43,688    3,715  111,077  455,679  495,964  610,444  610,756   17,392   17,080

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:    -51,112)
  -7,513     -364  -10,606  -32,420  -38,735  -50,539  -49,704     -573   -1,407

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      0.6     17.7     72.6     79.0     97.2     97.3      2.8      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 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       38,120
COMMITMENTS
     340      712      300   37,246   36,766   37,886   37,778      234      342

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:      4,165)
       0        0        0    3,985    3,985    3,985    3,985      180      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      1.9      0.8     97.7     96.4     99.4     99.1      0.6      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       2        3        2       33       41       37       46
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       89,119
COMMITMENTS
   5,582   30,192    4,501   74,852   48,757   84,935   83,450    4,184    5,669

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:       -585)
  -1,307     -346     -802    1,506      183     -603     -965       18      380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3     33.9      5.1     84.0     54.7     95.3     93.6      4.7      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5       10       10       25       22       38       35
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       33,896
COMMITMENTS
   5,005       93    4,270   20,278   26,141   29,553   30,504    4,343    3,392

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:        624)
  -1,726   -1,668      -57    2,312    2,164      529      439       95      185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8      0.3     12.6     59.8     77.1     87.2     90.0     12.8     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       6        2        4       14       15       22       19
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| 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 03/08/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,233
COMMITMENTS
   5,832    2,085    4,406    6,813   11,306   17,051   17,798    3,182    2,435

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:        595)
      18     -165      549      150      565      717      949     -122     -354

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.8     10.3     21.8     33.7     55.9     84.3     88.0     15.7     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       7        5        9       10       10       22       19
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,199
COMMITMENTS
     272      939      445    7,876    6,613    8,593    7,997      606    1,202

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:     -3,068)
    -569     -999     -546   -1,824   -1,242   -2,939   -2,786     -130     -282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0     10.2      4.8     85.6     71.9     93.4     86.9      6.6     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        6        4       13       12       18       19
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       21,303
COMMITMENTS
  14,611    3,342      139    4,212   16,643   18,962   20,125    2,341    1,178

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:     -2,934)
  -2,725      888      -67      262   -4,072   -2,530   -3,251     -404      317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.6     15.7      0.7     19.8     78.1     89.0     94.5     11.0      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      68       31        9       31       31      103       68
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       36,292
COMMITMENTS
  23,403    3,077      776    7,080   30,729   31,259   34,583    5,033    1,710

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:     -4,603)
  -5,337    1,981      -75    1,706   -7,118   -3,707   -5,212     -896      609

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    64.5      8.5      2.1     19.5     84.7     86.1     95.3     13.9      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      71       22       12       22       38       98       68
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      304,204
COMMITMENTS
  75,160   14,162   32,800  170,115  242,084  278,075  289,046   26,129   15,158

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:     -4,756)
  -1,403     -715     -380     -531   -3,911   -2,313   -5,006   -2,444      250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.7      4.7     10.8     55.9     79.6     91.4     95.0      8.6      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      72       18       42       80       91      166      138
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       29,071
COMMITMENTS
   6,885      543      544   17,853   23,234   25,282   24,321    3,789    4,750

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:      3,948)
   2,765     -308      -62    1,837    4,358    4,540    3,988     -592      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.7      1.9      1.9     61.4     79.9     87.0     83.7     13.0     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6        2        3       19       21       27       24
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,018
COMMITMENTS
     460       50      150    4,408    4,818    5,018    5,018        0        0

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:        150)
       0        0        0      168      150      168      150      -18        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2      1.0      3.0     87.8     96.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        1        2       21       25       25       27
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       53,555
COMMITMENTS
     783    2,281        8   52,073   51,022   52,864   53,311      691      244

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:      2,238)
     136        0        0    2,067    2,242    2,203    2,242       35       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      4.3      0.0     97.2     95.3     98.7     99.5      1.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       2        1        1       38       39       41       40
 
 
ULSD UP DOWN SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-022A18
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,880
COMMITMENTS
       0        0        0   11,510   11,880   11,510   11,880      370        0

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     96.9    100.0     96.9    100.0      3.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       17        8       17        8
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       20,585
COMMITMENTS
       0        0        0   20,460   20,585   20,460   20,585      125        0

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:        340)
       0        0        0      215      340      215      340      125        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.4    100.0     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       18       14       18       14
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,922
COMMITMENTS
      75    3,525       75    7,442    4,322    7,592    7,922      330        0

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:        112)
      25        0      -25      112      137      112      112        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9     44.5      0.9     93.9     54.6     95.8    100.0      4.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        2        2       24       29       26       33
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,561
COMMITMENTS
   1,320       50      130   11,884   13,193   13,334   13,373      227      188

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:         54)
     -25        0        0       94       39       69       39      -15       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7      0.4      1.0     87.6     97.3     98.3     98.6      1.7      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        2       27       19       29       21
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,575
COMMITMENTS
   2,446    2,164      620   13,250   13,536   16,316   16,320      259      255

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:        573)
     -29      116      -18      620      489      573      587        0      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8     13.1      3.7     79.9     81.7     98.4     98.5      1.6      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       6        2        4       33       32       40       37
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,489
COMMITMENTS
   1,239      401      173    9,330   10,597   10,742   11,171      747      318

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:      1,099)
     218       75       23      777    1,085    1,018    1,183       81      -84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8      3.5      1.5     81.2     92.2     93.5     97.2      6.5      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        3        2       27       29       30       33
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,783
COMMITMENTS
  10,821      853    1,252   19,234   29,402   31,307   31,507      476      276

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:         24)
    -150     -150        0      174      174       24       24        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.0      2.7      3.9     60.5     92.5     98.5     99.1      1.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       9        3        5       31       33       43       39
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,969
COMMITMENTS
   1,512      203      316   13,272   14,401   15,100   14,920    2,869    3,049

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:        991)
     -13      203       13      557    1,281      557    1,497      434     -506

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4      1.1      1.8     73.9     80.1     84.0     83.0     16.0     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       16       18       18       19
```

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Updated March 18, 2011