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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       48,697
COMMITMENTS
     577    5,997      214   47,803   42,292   48,594   48,503      103      194

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:      2,123)
       0      459     -102    2,283    1,824    2,181    2,181      -58      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2     12.3      0.4     98.2     86.8     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       1        3        1       42       52       44       55
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,490
COMMITMENTS
       0        0        0   22,357   22,305   22,357   22,305      133      185

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:        291)
       0        0        0      291      291      291      291        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.4     99.2     99.4     99.2      0.6      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        0        0       29       31       29       31
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,877
COMMITMENTS
   1,145      330      265    8,168    9,121    9,578    9,716    1,299    1,161

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:        467)
      54       30       18      534      556      606      604     -139     -137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5      3.0      2.4     75.1     83.9     88.1     89.3     11.9     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        2        3       34       41       37       46
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,242
COMMITMENTS
     712      150      383    6,723    7,065    7,818    7,598      424      644

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:        539)
     103       15       81      337      412      521      508       18       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6      1.8      4.6     81.6     85.7     94.9     92.2      5.1      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       6        4        7       49       55       56       65
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,722
COMMITMENTS
     500       56      544    1,897    2,663    2,941    3,263      781      459

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:        260)
    -100      -25       75      235      235      210      285       50      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4      1.5     14.6     51.0     71.5     79.0     87.7     21.0     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        1        3       21       21       25       24
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,028
COMMITMENTS
       0        0        0    1,448    1,316    1,448    1,316      580      712

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     71.4     64.9     71.4     64.9     28.6     35.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       15       16       15       16
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,407
COMMITMENTS
      25       25       80    1,806    1,954    1,911    2,059      496      348

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:         30)
       0      -15        0       29        7       29       -8        1       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      1.0      3.3     75.0     81.2     79.4     85.5     20.6     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        2       21       22       23       24
 
 
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,647
COMMITMENTS
       0        0        0    3,641    3,647    3,641    3,647        6        0

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:        150)
       0        0        0      150      150      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.8    100.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       18       17       18       17
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       18,086
COMMITMENTS
       0        0        0   17,636   18,071   17,636   18,071      450       15

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:      1,246)
       0        0        0    1,096    1,246    1,096    1,246      150        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     97.5     99.9     97.5     99.9      2.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       24       18       24       18
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      417,116
COMMITMENTS
  60,150   35,738   83,314  224,384  269,018  367,848  388,070   49,268   29,046

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:      3,975)
  -6,079   -2,011    1,015    8,949    7,143    3,884    6,146       91   -2,172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4      8.6     20.0     53.8     64.5     88.2     93.0     11.8      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      47       27       47       77       85      154      138
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      129,888
COMMITMENTS
     413    5,808   34,915   90,451   86,838  125,780  127,561    4,109    2,327

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:      8,303)
      40      -15    2,387    5,718    5,766    8,145    8,138      158      165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      4.5     26.9     69.6     66.9     96.8     98.2      3.2      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        5        8       14       15       22       23
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       17,576
COMMITMENTS
     220      635      535   16,803   16,241   17,558   17,411       18      165

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:         38)
     -30      -75      -45      113        8       38     -112        0      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      3.6      3.0     95.6     92.4     99.9     99.1      0.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
       3        6        5       49       51       54       60
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,841
COMMITMENTS
     500      455      295    6,746    6,791    7,541    7,541      300      300

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:       -380)
     -50        0        0     -330     -380     -380     -380        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      5.8      3.8     86.0     86.6     96.2     96.2      3.8      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        2        1       25       15       28       17
 
 
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        1,775
COMMITMENTS
       0      200        0    1,775    1,525    1,775    1,725        0       50

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:        200)
       0        0        0      200      200      200      200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     11.3      0.0    100.0     85.9    100.0     97.2      0.0      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       14       13       14       15
 
 
ULSD UP-DOWN BALMO SWAP - NEW YORK MERCANTILE EXCHANGE               Code-022A62
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        3,040
COMMITMENTS
       0        0        0    3,040    3,040    3,040    3,040        0        0

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:         75)
       0        0        0       75       75       75       75        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       10       17       10       17
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,033,103
COMMITMENTS
 167,484  389,464  346,789  437,062  250,983  951,335  987,236   81,768   45,867

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:     18,834)
     336   11,546   14,238    7,015   -8,309   21,589   17,476   -2,756    1,358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2     37.7     33.6     42.3     24.3     92.1     95.6      7.9      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      325)
     101      128      157       76       75      277      275
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       46,097
COMMITMENTS
       0        0        0   40,526   41,661   40,526   41,661    5,571    4,436

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:       -338)
       0        0        0     -276     -248     -276     -248      -62      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     87.9     90.4     87.9     90.4     12.1      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       18       15       18       15
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       54,026
COMMITMENTS
       0        0        0   42,697   49,295   42,697   49,295   11,329    4,731

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:        186)
       0        0        0        0        0        0        0      186      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     79.0     91.2     79.0     91.2     21.0      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       15       15       15       15
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       48,070
COMMITMENTS
   2,326    4,367    2,625   38,370   33,174   43,321   40,166    4,749    7,904

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:        878)
       0    1,712     -772    1,712        0      940      940      -62      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      9.1      5.5     79.8     69.0     90.1     83.6      9.9     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        3       15       11       18       14
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       58,897
COMMITMENTS
   3,961      890    3,032   39,610   48,762   46,603   52,684   12,294    6,213

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      1.5      5.1     67.3     82.8     79.1     89.5     20.9     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        2       14       14       16       16
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,817,671
COMMITMENTS
  89,397  111,174  615,835  1105840  1082700  1811073  1809709    6,598    7,962

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:     39,239)
   4,930    2,188   16,604   17,721   20,203   39,255   38,994      -16      244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      6.1     33.9     60.8     59.6     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      51       33       70       67       62      147      136
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       50,593
COMMITMENTS
  10,765   15,945   13,482   24,830   20,810   49,077   50,237    1,516      356

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:       -658)
     208     -500     -302     -341      173     -435     -628     -223      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.3     31.5     26.6     49.1     41.1     97.0     99.3      3.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      11       11       15       19       22       38       40
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      100,712
COMMITMENTS
     445    8,786    2,106   89,967   86,422   92,518   97,314    8,194    3,398

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:      1,278)
      25      108      358      864      844    1,247    1,310       31      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      8.7      2.1     89.3     85.8     91.9     96.6      8.1      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        2        3       18       27       21       30
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       84,118
COMMITMENTS
       0       81    1,774   69,217   74,163   70,991   76,018   13,127    8,100

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.1      2.1     82.3     88.2     84.4     90.4     15.6      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       14       16       15       17
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      149,810
COMMITMENTS
   9,974        0    3,248  122,465  138,070  135,687  141,318   14,123    8,492

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:        -10)
     421        0     -134      641      370      928      236     -938     -246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      0.0      2.2     81.7     92.2     90.6     94.3      9.4      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        0        2       25       26       28       28
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,651,082
COMMITMENTS
 506,163  105,287  832,428  1289127  1690231  2627718  2627946   23,364   23,136

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:     25,703)
   4,963   16,971   -7,527   24,771   15,530   22,207   24,974    3,496      729

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.1      4.0     31.4     48.6     63.8     99.1     99.1      0.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      41       28       61      106       88      174      152
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,072,329
COMMITMENTS
 196,999   93,634  211,862  658,297  762,423  1067158  1067919    5,171    4,410

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:     36,310)
  17,564    8,947    1,640   16,761   25,349   35,965   35,936      345      374

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.4      8.7     19.8     61.4     71.1     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      29       27       42       41       36       89       86
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        8,210
COMMITMENTS
     390       90        0    7,344    7,548    7,734    7,638      475      572

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      1.1      0.0     89.5     91.9     94.2     93.0      5.8      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       17       16       18       17
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       12,224
COMMITMENTS
      50      840       61   11,889   11,102   12,000   12,003      224      221

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:        715)
     -13     -135      -40      613      754      560      579      155      136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      6.9      0.5     97.3     90.8     98.2     98.2      1.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        2        2       27       29       29       32
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,535
COMMITMENTS
      62       90       24    1,892    1,556    1,978    1,670      557      865

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:        125)
     -61      -80        0      108       62       47      -18       78      143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      3.6      0.9     74.6     61.4     78.0     65.9     22.0     34.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       17       18       18       20
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,755
COMMITMENTS
      92       26        0    1,103    1,319    1,195    1,345      560      410

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:        100)
       5        0        0       88      133       93      133        7      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      1.5      0.0     62.8     75.2     68.1     76.6     31.9     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       20       19       21       20
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      189,966
COMMITMENTS
   4,566    1,481   17,384  163,823  168,772  185,773  187,637    4,193    2,329

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:      1,045)
    -224     -260      573      403      507      752      820      294      225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      0.8      9.2     86.2     88.8     97.8     98.8      2.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6        4        9       35       30       45       39
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       17,910
COMMITMENTS
      94      699       94   16,241   16,015   16,429   16,809    1,482    1,101

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:          1)
       1       -5       -1       -3       -8       -3      -15        4       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      3.9      0.5     90.7     89.4     91.7     93.9      8.3      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        3        2       21       16       23       20
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       31,167
COMMITMENTS
     158    3,342      220   27,611   26,531   27,989   30,093    3,178    1,074

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:       -468)
      10       32        0     -478     -500     -468     -468        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5     10.7      0.7     88.6     85.1     89.8     96.6     10.2      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        2       23       17       25       20
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,377
COMMITMENTS
     100      476       40    9,777   10,027    9,917   10,543    1,460      834

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:         12)
       0       12        0       12        0       12       12        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      4.2      0.4     85.9     88.1     87.2     92.7     12.8      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       16       11       17       13
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       36,027
COMMITMENTS
       0    1,346      497   34,138   33,382   34,635   35,225    1,392      802

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:        316)
       0       31       -6      322      273      316      298       -0       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.7      1.4     94.8     92.7     96.1     97.8      3.9      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        2       25       19       27       21
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       50,800
COMMITMENTS
       0      468        0   50,311   50,184   50,311   50,652      489      148

CHANGES FROM 02/15/11 (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:       23)
       0        1        0       12       12       12       13
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      728,597
COMMITMENTS
       0   13,824        0  728,597  714,773  728,597  728,597        0        0

CHANGES FROM 02/15/11 (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      1.9      0.0    100.0     98.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       15       12       15       13
 
 
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A50
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       28,631
COMMITMENTS
       0        0        0   28,290   28,631   28,290   28,631      341        0

CHANGES FROM 02/15/11 (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     98.8    100.0     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13        9       13        9
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       62,760
COMMITMENTS
       0        0        0   62,760   62,760   62,760   62,760        0        0

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:        215)
       0        0        0      215      215      215      215        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:       27)
       0        0        0       16       13       16       13
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,091,020
COMMITMENTS
       0        0        0  1091020  1091020  1091020  1091020        0        0

CHANGES FROM 02/15/11 (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:       24)
       0        0        0       17       12       17       12
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      196,419
COMMITMENTS
       0       10      200  196,219  196,209  196,419  196,419        0        0

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:        215)
       0        0        0      215      215      215      215        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.1     99.9     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        1        1       21       27       22       28
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    3,436,947
COMMITMENTS
   1,056        0        0  3435891  3436947  3436947  3436947        0        0

CHANGES FROM 02/15/11 (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:       39)
       1        0        0       19       28       20       28
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       61,871
COMMITMENTS
   6,030    1,600      132   55,709   59,629   61,871   61,361        0      510

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:        708)
       0        0        0      708      708      708      708        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7      2.6      0.2     90.0     96.4    100.0     99.2      0.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        2        1       25       20       30       22
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,174,894
COMMITMENTS
  24,125   86,052    5,280  1145489  1083562  1174894  1174894        0        0

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:     -5,082)
       0        0        0   -5,082   -5,082   -5,082   -5,082        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      7.3      0.4     97.5     92.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        2        1       25       25       27       28
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       50,762
COMMITMENTS
   1,020      243      255   49,401   50,221   50,676   50,719       86       43

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      0.5      0.5     97.3     98.9     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        1       21       18       22       20
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       28,984
COMMITMENTS
       0    2,536      190   28,476   26,024   28,666   28,750      318      234

CHANGES FROM 02/15/11 (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      8.7      0.7     98.2     89.8     98.9     99.2      1.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       14       13       15       14
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       35,327
COMMITMENTS
     510       86        0   34,114   34,922   34,624   35,008      703      319

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:        134)
       0        0        0      134      134      134      134       -0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      0.2      0.0     96.6     98.9     98.0     99.1      2.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       18       15       19       16
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      974,536
COMMITMENTS
       0   35,587    4,000  970,536  934,949  974,536  974,536        0        0

CHANGES FROM 02/15/11 (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      3.7      0.4     99.6     95.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        2        1       20       20       21       22
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      576,368
COMMITMENTS
  45,691        0   13,845  516,832  562,523  576,368  576,368        0        0

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      0.0      2.4     89.7     97.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       12        9       13       10
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       23,706
COMMITMENTS
     621       30       35   22,772   23,331   23,428   23,396      278      310

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:         -2)
     130        0       -6       49       44      173       38     -175      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      0.1      0.1     96.1     98.4     98.8     98.7      1.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        1        1       38       32       41       33
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,997
COMMITMENTS
   1,091        0       50   15,568   16,462   16,709   16,512      288      485

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:        225)
      80        0        5      110      220      195      225       30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      0.0      0.3     91.6     96.9     98.3     97.1      1.7      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        0        1       18       19       21       20
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,322
COMMITMENTS
       0        0        0    6,896    6,618    6,896    6,618      426      704

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:        260)
       0        0        0      250      215      250      215       10       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     94.2     90.4     94.2     90.4      5.8      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       19       18       19       18
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,373
COMMITMENTS
      30        0        0   10,678   10,066   10,708   10,066      665    1,307

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:        466)
      30        0        0      335      437      365      437      101       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      0.0      0.0     93.9     88.5     94.2     88.5      5.8     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       15       17       16       17
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,756,990
COMMITMENTS
 380,917  100,836  919,958  1341594  1661867  2642469  2682661  114,521   74,330

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:    -46,428)
  38,430  -12,056  -29,785  -40,698   -7,739  -32,053  -49,580  -14,375    3,151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.8      3.7     33.4     48.7     60.3     95.8     97.3      4.2      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      402)
     190       86      202       97      108      372      325
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      255,606
COMMITMENTS
 127,540   28,752   50,992   75,182  172,236  253,714  251,979    1,893    3,627

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:    -57,969)
 -10,270   -7,513  -22,680  -23,465  -27,354  -56,416  -57,547   -1,554     -422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.9     11.2     19.9     29.4     67.4     99.3     98.6      0.7      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       7       13       14       22       26       37       45
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      227,210
COMMITMENTS
  37,700   16,710   10,703  141,701  141,084  190,104  168,497   37,106   58,713

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:        320)
    -380      238    1,236   -2,036   -2,795   -1,180   -1,321    1,500    1,641

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6      7.4      4.7     62.4     62.1     83.7     74.2     16.3     25.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       5        3        5       24       23       30       30
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      126,333
COMMITMENTS
  29,487    1,123   22,218   69,923   99,744  121,629  123,085    4,704    3,248

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:     -7,410)
   2,209     -158  -11,984    2,269    4,762   -7,506   -7,379       96      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.3      0.9     17.6     55.3     79.0     96.3     97.4      3.7      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      22        9       24       24       23       57       48
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      613,832
COMMITMENTS
  39,334    6,673  108,227  448,020  479,942  595,580  594,841   18,252   18,991

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:     45,283)
   7,064   -1,050    7,813   28,884   36,792   43,761   43,555    1,521    1,727

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      1.1     17.6     73.0     78.2     97.0     96.9      3.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      10        3       13       34       34       47       47
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       35,096
COMMITMENTS
     405    1,980      100   34,483   32,769   34,988   34,849      108      247

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:      2,195)
      25        0        0    2,170    2,095    2,195    2,095        0      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      5.6      0.3     98.3     93.4     99.7     99.3      0.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       2        4        1       36       37       39       42
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       88,477
COMMITMENTS
   4,451   31,123    4,822   75,433   46,366   84,706   82,311    3,771    6,166

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:       -741)
  -3,061     -803    2,588   -1,094   -3,275   -1,567   -1,490      826      749

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0     35.2      5.5     85.3     52.4     95.7     93.0      4.3      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3       11       10       25       22       37       36
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,655
COMMITMENTS
   8,104       53    1,965   16,162   24,283   26,231   26,301    4,424    4,354

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:        621)
  -1,095        0      240      291      205     -564      445    1,185      176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.4      0.2      6.4     52.7     79.2     85.6     85.8     14.4     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       7        2        4       13       14       22       18
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,259
COMMITMENTS
   3,950      744        0   11,309   14,434   15,259   15,178        0       81

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:        150)
     150     -225        0        0      390      150      165        0      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.9      4.9      0.0     74.1     94.6    100.0     99.5      0.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        2        0       18       19       23       21
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       24,483
COMMITMENTS
  17,993    2,242      400    3,135   21,056   21,528   23,698    2,955      785

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:     -2,499)
    -191     -153     -383   -1,815   -1,947   -2,390   -2,483     -109      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    73.5      9.2      1.6     12.8     86.0     87.9     96.8     12.1      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      93       14       10       26       34      122       57
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       42,636
COMMITMENTS
  30,567    1,476    1,035    5,259   38,891   36,861   41,402    5,776    1,234

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:        -37)
    -463      328      328     -111     -829     -246     -173      209      136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    71.7      3.5      2.4     12.3     91.2     86.5     97.1     13.5      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      96       12       13       20       38      121       61
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      317,608
COMMITMENTS
  75,314   13,645   36,060  179,466  255,206  290,839  304,911   26,769   12,698

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:      7,829)
    -667      297    1,588    4,037    6,715    4,958    8,601    2,871     -772

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.7      4.3     11.4     56.5     80.4     91.6     96.0      8.4      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      76       25       50       83       98      181      154
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       24,261
COMMITMENTS
   2,397    1,871    1,365   16,028   16,690   19,790   19,926    4,471    4,335

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:        640)
      72     -394       88     -249    1,352      -89    1,046      729     -406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9      7.7      5.6     66.1     68.8     81.6     82.1     18.4     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        2        3       16       18       22       21
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,078
COMMITMENTS
     350        0      560    6,168    6,518    7,078    7,078        0        0

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:        625)
       0        0     -100      775      775      675      675      -50      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      0.0      7.9     87.1     92.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        0        4       26       29       30       33
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       54,471
COMMITMENTS
     309    2,505        9   53,384   51,723   53,702   54,237      769      234

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:       -212)
    -221     -240        0      -48       64     -269     -176       57      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      4.6      0.0     98.0     95.0     98.6     99.6      1.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       2        1        1       42       37       45       38
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       20,608
COMMITMENTS
       0        0        0   20,463   20,608   20,463   20,608      145        0

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:        940)
       0        0        0      940      940      940      940        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.3    100.0     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       15       16       15       16
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,067
COMMITMENTS
     100    3,975      150    7,477    3,942    7,727    8,067      340        0

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:        325)
      50       75        0      275      250      325      325        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2     49.3      1.9     92.7     48.9     95.8    100.0      4.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        2        2       27       26       29       30
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,418
COMMITMENTS
   5,167       10      330   16,895   21,930   22,392   22,270       26      148

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:        704)
     400        0     -150      454      854      704      704        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.0      0.0      1.5     75.4     97.8     99.9     99.3      0.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        1        2       29       24       32       26
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,304
COMMITMENTS
   5,741    2,072      944   12,516   16,158   19,201   19,174      103      130

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:        393)
     -48       25        0      456      353      408      378      -15       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.7     10.7      4.9     64.8     83.7     99.5     99.3      0.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       6        3        4       34       36       41       42
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,232
COMMITMENTS
     213      330      276   10,258   10,481   10,747   11,087      485      145

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:        341)
     -45       99     -177      563      365      341      287        0       54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      2.9      2.5     91.3     93.3     95.7     98.7      4.3      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        3        3       27       24       31       28
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       33,834
COMMITMENTS
  10,916    1,403    1,704   20,358   30,217   32,978   33,324      856      510

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:        336)
     456      -47        0       60      383      516      336     -180        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.3      4.1      5.0     60.2     89.3     97.5     98.5      2.5      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      11        5        5       29       33       43       41
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,842
COMMITMENTS
   1,512      309      316   13,401   14,048   15,229   14,673    2,613    3,169

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:      1,045)
    -468       26      -34    1,764    1,007    1,262      999     -217       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5      1.7      1.8     75.1     78.7     85.4     82.2     14.6     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       17       17       19       18
```

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Updated February 25, 2011