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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       42,255
COMMITMENTS
     288        0      510   41,079   41,548   41,877   42,058      378      197

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      3,166)
     -26        0      -88    3,300    3,254    3,186    3,166      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.0      1.2     97.2     98.3     99.1     99.5      0.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       2        0        1       36       43       38       44
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,318
COMMITMENTS
       0        0        0   25,151   25,296   25,151   25,296      167       22

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      1,165)
       0        0        0    1,165    1,165    1,165    1,165        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.3     99.9     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        0        0       21       31       21       31
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,321
COMMITMENTS
       0      256      521    8,922    8,608    9,443    9,385      878      936

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        564)
       0      -28      206      333      404      539      582       25      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.5      5.0     86.4     83.4     91.5     90.9      8.5      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       0        2        2       36       40       38       43
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,905
COMMITMENTS
     509      180      240    5,371    5,752    6,120    6,172      785      733

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        535)
      80       35      -70      498      535      508      500       27       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4      2.6      3.5     77.8     83.3     88.6     89.4     11.4     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       4        3        4       45       44       51       50
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,484
COMMITMENTS
      53      217       44    1,520    1,899    1,617    2,160      867      324

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        115)
       0        5        0      145      135      145      140      -30      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      8.7      1.8     61.2     76.4     65.1     87.0     34.9     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        2       19       18       22       20
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,457
COMMITMENTS
     162        0       52    1,986    2,050    2,200    2,102      257      355

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        521)
      41        0        0      479      438      520      438        1       83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6      0.0      2.1     80.8     83.4     89.5     85.6     10.5     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        2       14       15       16       17
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        9,753
COMMITMENTS
       0        0        0    9,567    9,627    9,567    9,627      186      126

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        224)
       0        0        0      224      224      224      224        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.1     98.7     98.1     98.7      1.9      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       15       18       15       18
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        8,761
COMMITMENTS
       0      176        0    8,371    8,172    8,371    8,348      390      413

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        297)
       0        0        0      297      297      297      297        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.0      0.0     95.5     93.3     95.5     95.3      4.5      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       15       14       15       15
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,681
COMMITMENTS
       0      558      243   24,438   23,880   24,681   24,681        0        0

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      1,207)
       0      451      -76    1,283      832    1,207    1,207        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.3      1.0     99.0     96.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        1        1       28       27       29       28
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      285,737
COMMITMENTS
  72,765   40,797   32,104  130,247  187,174  235,116  260,075   50,621   25,662

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:       -381)
    -291   -2,648     -153   -3,792     -783   -4,236   -3,584    3,855    3,203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.5     14.3     11.2     45.6     65.5     82.3     91.0     17.7      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      58       24       39       72       78      147      126
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       14,014
COMMITMENTS
       0    3,514      150   13,829   10,288   13,979   13,952       35       62

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      2,326)
       0      677        0    2,326    1,649    2,326    2,326        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     25.1      1.1     98.7     73.4     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       0        8        1       39       41       40       50
 
 
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02265T
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,958
COMMITMENTS
     758       50        0    9,146    9,908    9,904    9,958       54        0

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        610)
       0        0        0      610      610      610      610        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      0.5      0.0     91.8     99.5     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        1        0       23       27       27       28
 
 
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                Code-022A22
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        1,017
COMMITMENTS
      50        0        0      717    1,017      767    1,017      250        0

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:       -897)
      50     -150        0   -1,170     -740   -1,120     -890      223       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      0.0      0.0     70.5    100.0     75.4    100.0     24.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       10       13       11       13
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,231,889
COMMITMENTS
 257,906  395,875  428,393  465,602  354,063  1151901  1178331   79,988   53,558

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     15,461)
  -2,041   10,046   21,096   -9,301  -19,982    9,754   11,160    5,707    4,301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9     32.1     34.8     37.8     28.7     93.5     95.7      6.5      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      342)
     120      130      137       77       71      280      265
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       59,108
COMMITMENTS
     621   14,218      882   51,717   37,529   53,220   52,629    5,888    6,479

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1     24.1      1.5     87.5     63.5     90.0     89.0     10.0     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        2       10       12       12       16
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      104,067
COMMITMENTS
  18,778   19,019   28,523   54,969   55,811  102,270  103,353    1,797      714

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      4,663)
    -359     -592    3,195    1,819    2,060    4,655    4,663        8        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0     18.3     27.4     52.8     53.6     98.3     99.3      1.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      10        6       15        9        9       25       24
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       77,664
COMMITMENTS
       0    2,104    1,425   67,906   64,226   69,331   67,755    8,333    9,909

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        505)
       0     -305      286    1,075      644    1,361      625     -856     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.7      1.8     87.4     82.7     89.3     87.2     10.7     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        2       16       16       18       18
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,768,177
COMMITMENTS
 483,197  268,975  771,503  1478220  1705599  2732920  2746077   35,257   22,100

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      5,665)
 -33,052  -57,511   24,358   14,104   38,223    5,410    5,070      255      595

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5      9.7     27.9     53.4     61.6     98.7     99.2      1.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      30       26       44       92       84      146      132
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,457,984
COMMITMENTS
 315,874  265,417  337,710  799,676  852,431  1453260  1455558    4,724    2,426

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:    132,141)
  61,893   76,795   29,621   40,476   25,648  131,990  132,064      151       77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7     18.2     23.2     54.8     58.5     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      24       19       33       41       38       81       74
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       16,786
COMMITMENTS
     132      570      407   15,932   15,607   16,471   16,584      315      202

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      1,491)
       0      -48       68    1,387    1,454    1,455    1,474       36       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      3.4      2.4     94.9     93.0     98.1     98.8      1.9      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       2        3        5       33       38       39       44
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,211
COMMITMENTS
     149        0      132    1,492    1,517    1,773    1,649      438      562

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7      0.0      6.0     67.5     68.6     80.2     74.6     19.8     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       17       17       18       18
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,361
COMMITMENTS
       0      253       47    1,109      781    1,156    1,081      205      280

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:         99)
     -57       52       47       84       39       74      138       25      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     18.6      3.5     81.5     57.4     84.9     79.4     15.1     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        3        2       19       17       21       20
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       73,416
COMMITMENTS
  21,490    2,218    2,203   47,558   67,819   71,251   72,240    2,165    1,176

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        358)
     368       58       16      -26      274      358      348        0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.3      3.0      3.0     64.8     92.4     97.1     98.4      2.9      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        2        3       29       27       33       31
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       15,975
COMMITMENTS
       0    1,010    1,488   13,171   12,991   14,659   15,489    1,316      486

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:         48)
       0        0        0       48       48       48       48        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.3      9.3     82.4     81.3     91.8     97.0      8.2      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        3        3       19       20       22       23
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        9,491
COMMITMENTS
     400      680      364    6,895    7,328    7,659    8,372    1,832    1,119

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        230)
       0        0        0      206       38      206       38       24      192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      7.2      3.8     72.6     77.2     80.7     88.2     19.3     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        2       16       13       18       16
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,268
COMMITMENTS
   3,712    1,386      172    8,730   11,394   12,614   12,952      654      316

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.0     10.4      1.3     65.8     85.9     95.1     97.6      4.9      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        2       15       16       18       18
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       28,801
COMMITMENTS
   1,620    3,430      360   24,678   24,052   26,658   27,842    2,143      959

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        -82)
      48        0        0     -250      -82     -202      -82      120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6     11.9      1.2     85.7     83.5     92.6     96.7      7.4      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        2       24       23       26       26
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       10,189
COMMITMENTS
   1,202        0      240    7,526    7,795    8,968    8,035    1,221    2,154

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:         24)
       0        0        0       24        0       24        0        0       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8      0.0      2.4     73.9     76.5     88.0     78.9     12.0     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       18       15       19       16
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,828
COMMITMENTS
       0    2,458      400   10,976    8,902   11,376   11,760    1,452    1,068

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:         80)
       0      160        0      110     -130      110       30      -30       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     19.2      3.1     85.6     69.4     88.7     91.7     11.3      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        1       17       15       18       18
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       66,564
COMMITMENTS
       0        0        0   66,564   66,564   66,564   66,564        0        0

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        408)
       0        0        0      408      408      408      408        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       19       16       19       16
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,046,984
COMMITMENTS
       0        0        0  1046984  1046984  1046984  1046984        0        0

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      7,848)
       0        0        0    7,848    7,848    7,848    7,848        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       17       15       17       15
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       35,215
COMMITMENTS
       0        0        0   35,215   35,215   35,215   35,215        0        0

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       15       15       15       15
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      634,289
COMMITMENTS
       0        0        0  634,289  634,289  634,289  634,289        0        0

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       14       13       14       13
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      127,812
COMMITMENTS
       0        0        0  127,812  127,812  127,812  127,812        0        0

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      2,755)
       0        0        0    2,755    2,755    2,755    2,755        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        0        0       17       28       17       28
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:    1,825,150
COMMITMENTS
       0        0        0  1825150  1825150  1825150  1825150        0        0

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     34,032)
       0        0        0   34,032   34,032   34,032   34,032        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        0        0       15       25       15       25
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       68,269
COMMITMENTS
   4,952    3,525    8,125   55,192   56,364   68,269   68,014        0      255

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      5.2     11.9     80.8     82.6    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        1        3       25       19       29       22
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,215,461
COMMITMENTS
  63,933  135,211   23,325  1128203  1056925  1215461  1215461        0        0

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3     11.1      1.9     92.8     87.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        3        1       27       24       31       27
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       47,491
COMMITMENTS
       0    1,219      320   46,872   45,952   47,192   47,491      299        0

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        105)
       0        0      105        0        0      105      105        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.6      0.7     98.7     96.8     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        3        2       19       15       21       18
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       51,112
COMMITMENTS
   2,130    2,550        0   48,388   47,968   50,518   50,518      594      594

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        387)
       0        0        0      387      387      387      387        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      5.0      0.0     94.7     93.8     98.8     98.8      1.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       13       16       14       17
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       14,749
COMMITMENTS
     683        0      132   12,933   14,191   13,748   14,323    1,001      426

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      0.0      0.9     87.7     96.2     93.2     97.1      6.8      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        1       14       15       16       16
 
 
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A69
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       12,669
COMMITMENTS
     341    1,325        0   11,902   10,982   12,243   12,307      426      362

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        255)
       0        0        0      255      255      255      255        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7     10.5      0.0     93.9     86.7     96.6     97.1      3.4      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        0       15        8       16       10
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      809,385
COMMITMENTS
  24,168   41,996        0  785,217  767,389  809,385  809,385        0        0

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      1,953)
     768    1,953        0    1,185        0    1,953    1,953        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      5.2      0.0     97.0     94.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        0       18       16       20       17
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      892,754
COMMITMENTS
  60,850        0   17,645  814,259  875,109  892,754  892,754        0        0

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      4,664)
       0        0        0    4,664    4,664    4,664    4,664        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8      0.0      2.0     91.2     98.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        1       12       15       14       16
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       20,060
COMMITMENTS
     780      164        0   18,989   19,098   19,769   19,262      291      798

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        870)
     -57      164        0      907      598      850      762       20      108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      0.8      0.0     94.7     95.2     98.5     96.0      1.5      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        1        0       31       30       34       31
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,332
COMMITMENTS
     600        0        0    8,189    8,829    8,789    8,829      543      503

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:         31)
     -10        0        0      130       35      120       35      -89       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4      0.0      0.0     87.8     94.6     94.2     94.6      5.8      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0       16       16       18       16
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        6,289
COMMITMENTS
       0      505       15    5,959    5,210    5,974    5,730      315      559

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        -89)
       0      350       -5      -15     -431      -20      -86      -69       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.0      0.2     94.8     82.8     95.0     91.1      5.0      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        1       17       13       18       15
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,466
COMMITMENTS
     565       15       10    7,060    7,909    7,635    7,934      831      532

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        243)
     120      -15       10      110      225      240      220        3       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7      0.2      0.1     83.4     93.4     90.2     93.7      9.8      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       16       15       18       16
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,579,060
COMMITMENTS
 408,952  165,778  465,557  606,023  884,640  1480532  1515975   98,528   63,085

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     -5,789)
  12,203    5,981   -9,712   -9,620   -4,623   -7,129   -8,354    1,340    2,565

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.9     10.5     29.5     38.4     56.0     93.8     96.0      6.2      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      341)
     138       80      169       89       90      315      273
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      201,267
COMMITMENTS
  51,880   12,953    2,245   94,586  124,157  148,711  139,355   52,556   61,912

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      5,437)
   2,760     -591      463    5,057    3,205    8,280    3,077   -2,843    2,360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.8      6.4      1.1     47.0     61.7     73.9     69.2     26.1     30.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        5        5       15       19       22       25
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,139
COMMITMENTS
     825      875      200   16,114   16,064   17,139   17,139        0        0

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      1,272)
     150        0        0    1,122    1,272    1,272    1,272        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      5.1      1.2     94.0     93.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        3        1       25       22       28       26
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       80,133
COMMITMENTS
   5,093   12,770    7,816   63,552   53,382   76,461   73,968    3,672    6,165

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     -2,661)
      52     -104   -3,837    1,193    1,366   -2,592   -2,575      -69      -86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4     15.9      9.8     79.3     66.6     95.4     92.3      4.6      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        6        9       23       18       34       27
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       39,557
COMMITMENTS
   3,541    2,371    3,156   30,496   30,962   37,193   36,489    2,364    3,068

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     -1,563)
     185        0   -1,600     -109        5   -1,524   -1,595      -39       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0      6.0      8.0     77.1     78.3     94.0     92.2      6.0      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        4        5       14       15       23       22
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,755
COMMITMENTS
   4,016        0      213    4,420    8,485    8,649    8,698      106       57

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:       -600)
    -664        0        0        0     -600     -664     -600       64        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.9      0.0      2.4     50.5     96.9     98.8     99.3      1.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        0        1       14       16       20       17
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,747
COMMITMENTS
   5,695    5,629    7,465    9,272    9,032   22,432   22,126    2,315    2,621

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        338)
    -793    1,382     -288    1,540     -930      459      164     -121      174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0     22.7     30.2     37.5     36.5     90.6     89.4      9.4     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8        4        9       12        9       23       19
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       21,155
COMMITMENTS
  13,345    2,393      582    5,287   17,559   19,214   20,534    1,941      621

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        893)
   1,098      -54        2     -249      926      851      874       42       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.1     11.3      2.8     25.0     83.0     90.8     97.1      9.2      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      67       19       10       18       34       92       58
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       43,268
COMMITMENTS
  29,067    3,100      450    6,679   37,605   36,196   41,155    7,072    2,113

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        418)
    -256      517      -24      354     -331       74      162      344      256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.2      7.2      1.0     15.4     86.9     83.7     95.1     16.3      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      82       21        9       23       38      109       66
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      386,636
COMMITMENTS
 115,067   20,530   44,610  199,969  307,617  359,646  372,757   26,990   13,879

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     13,976)
  -3,288     -246    5,246   12,510    7,772   14,468   12,772     -492    1,204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.8      5.3     11.5     51.7     79.6     93.0     96.4      7.0      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      96       22       57       81       97      199      162
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       23,043
COMMITMENTS
   7,414      179      562   10,538   16,662   18,514   17,403    4,529    5,640

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      1,642)
     203        0      249      915    1,336    1,367    1,585      275       57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.2      0.8      2.4     45.7     72.3     80.3     75.5     19.7     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6        1        4       13       19       20       23
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       27,288
COMMITMENTS
       0        0        0   26,294   25,123   26,294   25,123      994    2,165

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        881)
       0        0        0    1,356    1,616    1,356    1,616     -475     -735

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     96.4     92.1     96.4     92.1      3.6      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       14       18       14       18
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,136
COMMITMENTS
     146    2,515      304    8,491    6,267    8,941    9,086      195       50

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        499)
       0      618       50      329     -169      379      499      120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6     27.5      3.3     92.9     68.6     97.9     99.5      2.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        2        1       27       29       29       32
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       54,904
COMMITMENTS
   1,330       50      100   52,838   54,452   54,268   54,602      636      302

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      1,308)
      25      -49       -1    1,283    1,358    1,307    1,308        1        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      0.1      0.2     96.2     99.2     98.8     99.4      1.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       3        1        1       41       33       45       34
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       21,478
COMMITMENTS
       0        0        0   21,361   21,478   21,361   21,478      117        0

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      4,501)
       0        0        0    4,501    4,651    4,501    4,651        0     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.5    100.0     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       25       16       25       16
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,760
COMMITMENTS
       0    3,845        0    8,760    4,915    8,760    8,760        0        0

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        575)
       0      300        0      575      275      575      575        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     43.9      0.0    100.0     56.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        2        0       25       19       25       21
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,525
COMMITMENTS
     760      385       99    3,464    4,041    4,323    4,525      202        0

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:       -157)
     450        0     -347     -260      190     -157     -157        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8      8.5      2.2     76.6     89.3     95.5    100.0      4.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        2        2       14        9       17       13
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,110
COMMITMENTS
   1,156    2,059    2,933   20,983   20,027   25,072   25,019       38       91

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      2,642)
     252      -31    1,163    1,227    1,497    2,642    2,629        0       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      8.2     11.7     83.6     79.8     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       5        5        4       38       42       46       48
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,090
COMMITMENTS
     100      946       21    2,969    1,981    3,090    2,948        0      142

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:         21)
       0      -21       21        0        0       21        0        0       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2     30.6      0.7     96.1     64.1    100.0     95.4      0.0      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        5        1        9       12       11       17
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,505
COMMITMENTS
     309    2,102      465    8,703    6,938    9,477    9,505       28        0

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        162)
    -175       77      225      112     -140      162      162        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3     22.1      4.9     91.6     73.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        6        2       29       26       33       33
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,819
COMMITMENTS
  11,216    1,565      273   13,965   23,286   25,454   25,124      365      695

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:       -157)
     -75     -315       24     -106      134     -157     -157        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.4      6.1      1.1     54.1     90.2     98.6     97.3      1.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       7        7        4       24       31       31       42
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,170
COMMITMENTS
   3,730        0      531   18,371   22,273   22,632   22,804    5,538    5,366

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        784)
     275        0     -143     -276    1,042     -144      899      928     -115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2      0.0      1.9     65.2     79.1     80.3     81.0     19.7     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        2       15       16       17       18
```

----

Updated March 16, 2012